Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800779.9528 | 714084.5304 | 86695.4224 | 208015.1905 | 63803.2118 | 144211.9788 |
Total P&L (%) | 800.78 | 714.0845 | 86.6954 | 208.0152 | 63.8032 | 144.212 |
Avg Daily Profit (%) | 0.4997 | 0.4456 | 0.0541 | 0.0702 | 0.0308 | 0.0557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125322 | -126786 | -56661 | -880643 | -870615 | -285678 |
Profit Factor | 2.144 | 2.6475 | 1.3252 | 1.0896 | 1.0434 | 1.1694 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 46 | 16 | 30 | 46 | 16 | 30 |
Losing Trades | 46 | 30 | 16 | 46 | 30 | 16 |
Profitability (%) | 50 | 34.7826 | 65.2174 | 50 | 34.7826 | 65.2174 |
Ratio Avg Win / Avg Loss | 2.144 | 4.9641 | 0.7068 | 1.0896 | 1.9563 | 0.6237 |
Largest Winning Trade | 473523 | 473523 | 31481 | 373192 | 373192 | 176473 |
Largest Losing Trade | -56661 | -35878 | -56661 | -240906 | -217909 | -240906 |
Avg Bars in Trades | 33 | 42 | 24 | 33 | 42 | 24 |
Avg Bars in Winners | 30 | 41 | 24 | 30 | 41 | 24 |
Avg Bars in Losers | 37 | 43 | 25 | 37 | 43 | 25 |
Bars Traded | 3100 | 1961 | 1139 | 3100 | 1961 | 1139 |
Profit Streak | 0 | 0 | 47.1681 | 0 | 0 | 47.1681 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537221 | 336329 | -118789 | -220909 | -329696 | -150999 |
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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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