Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755710.0592 | 518362.7915 | 237347.2677 | 3127346.3961 | 982022.9977 | 2145323.3984 |
Total P&L (%) | 755.7101 | 518.3628 | 237.3473 | 3127.3464 | 982.023 | 2145.3234 |
Avg Daily Profit (%) | 0.4299 | 0.2949 | 0.135 | 0.1978 | 0.1356 | 0.1771 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102435 | -156285 | -57361 | -661834 | -1056710 | -326777 |
Profit Factor | 2.4291 | 2.531 | 2.2478 | 1.8354 | 1.3784 | 2.8686 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 41.573 | 33.3333 | 50 | 41.573 | 33.3333 | 50 |
Ratio Avg Win / Avg Loss | 3.4139 | 5.0621 | 2.2478 | 2.5794 | 2.7567 | 2.8686 |
Largest Winning Trade | 269569 | 269569 | 63597 | 761028 | 761028 | 619790 |
Largest Losing Trade | -24647 | -23331 | -24647 | -578035 | -578035 | -326777 |
Avg Bars in Trades | 115 | 98 | 132 | 115 | 98 | 132 |
Avg Bars in Winners | 182 | 188 | 177 | 182 | 188 | 177 |
Avg Bars in Losers | 67 | 53 | 86 | 67 | 53 | 86 |
Bars Traded | 10256 | 4438 | 5818 | 10256 | 4438 | 5818 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417285 | 261290 | -8456 | 304634 | -16392 | 481582 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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