Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727395.9562 | 546839.0818 | 180556.8743 | 1207908.5506 | 774917.2774 | 432991.2731 |
Total P&L (%) | 727.396 | 546.8391 | 180.5569 | 1207.9086 | 774.9173 | 432.9913 |
Avg Daily Profit (%) | 0.4532 | 0.3407 | 0.1125 | 0.1603 | 0.1352 | 0.1043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106973 | -107896 | -62202 | -3831242 | -3416616 | -1035111 |
Profit Factor | 2.3727 | 2.863 | 1.7638 | 1.1366 | 1.1638 | 1.1052 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 51.0417 | 41.6667 | 60.4167 | 51.0417 | 41.6667 | 60.4167 |
Ratio Avg Win / Avg Loss | 2.2759 | 4.0082 | 1.1556 | 1.0902 | 1.6294 | 0.7241 |
Largest Winning Trade | 324907 | 324907 | 64334 | 2296884 | 2296884 | 1138325 |
Largest Losing Trade | -62202 | -28532 | -62202 | -1247338 | -1247338 | -919830 |
Avg Bars in Trades | 65 | 53 | 77 | 65 | 53 | 77 |
Avg Bars in Winners | 86 | 80 | 90 | 86 | 80 | 90 |
Avg Bars in Losers | 43 | 33 | 57 | 43 | 33 | 57 |
Bars Traded | 6276 | 2554 | 3722 | 6276 | 2554 | 3722 |
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 | 544040 | 415946 | -39139 | -62225 | -54432 | -158750 |
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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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