Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569089.0565 | 396825.5906 | 172263.4659 | 1060839.2467 | 116868.8064 | 943970.4403 |
Total P&L (%) | 569.0891 | 396.8256 | 172.2635 | 1060.8392 | 116.8688 | 943.9704 |
Avg Daily Profit (%) | 0.2968 | 0.2069 | 0.0898 | 0.1279 | 0.0404 | 0.1224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104187 | -103233 | -52309 | -2492767 | -2129639 | -922007 |
Profit Factor | 1.9733 | 2.234 | 1.6546 | 1.1521 | 1.0282 | 1.3336 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 43.4783 | 39.1304 | 47.8261 | 43.4783 | 39.1304 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.5652 | 3.4751 | 1.805 | 1.4978 | 1.5994 | 1.4548 |
Largest Winning Trade | 170382 | 170382 | 54874 | 1632245 | 1632245 | 723733 |
Largest Losing Trade | -49391 | -49391 | -25978 | -950176 | -950176 | -392360 |
Avg Bars in Trades | 80 | 84 | 75 | 80 | 84 | 75 |
Avg Bars in Winners | 109 | 114 | 105 | 109 | 114 | 105 |
Avg Bars in Losers | 57 | 65 | 48 | 57 | 65 | 48 |
Bars Traded | 7370 | 3885 | 3486 | 7370 | 3885 | 3486 |
Profit Streak | 0 | 0 | 47.9005 | 0 | 0 | 47.9005 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371619 | 280035 | -70099 | -77291 | -331513 | -29109 |
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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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