Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 881698.0129 | 705070.7317 | 176627.2812 | 1630408.6531 | 781874.5659 | 848534.0872 |
Total P&L (%) | 881.698 | 705.0707 | 176.6273 | 1630.4087 | 781.8746 | 848.5341 |
Avg Daily Profit (%) | 0.4742 | 0.3792 | 0.095 | 0.1534 | 0.1171 | 0.1211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122905 | -108516 | -74485 | -1042625 | -924675 | -436162 |
Profit Factor | 2.5098 | 3.3103 | 1.6336 | 1.3294 | 1.2808 | 1.3919 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 52.0833 | 45.8333 | 58.3333 | 52.0833 | 45.8333 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.3091 | 3.9122 | 1.1668 | 1.223 | 1.5137 | 0.9942 |
Largest Winning Trade | 498737 | 498737 | 44549 | 1099883 | 1099883 | 416195 |
Largest Losing Trade | -47089 | -44292 | -47089 | -436162 | -417435 | -436162 |
Avg Bars in Trades | 57 | 44 | 69 | 57 | 44 | 69 |
Avg Bars in Winners | 63 | 49 | 74 | 63 | 49 | 74 |
Avg Bars in Losers | 50 | 40 | 62 | 50 | 40 | 62 |
Bars Traded | 5478 | 2123 | 3355 | 5478 | 2123 | 3355 |
Profit Streak | 0 | 0 | 73.5653 | 0 | 0 | 73.5653 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 564889 | 517202 | -61621 | 303448 | -36647 | -29439 |
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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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