Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2061535.0051 | 1946299.2497 | 115235.7554 | 425878.7399 | 319585.291 | 106293.4489 |
Total P&L (%) | 2061.535 | 1946.2993 | 115.2358 | 425.8787 | 319.5853 | 106.2934 |
Avg Daily Profit (%) | 0.8712 | 0.8225 | 0.0487 | 0.0702 | 0.0606 | 0.0306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101832 | -103192 | -90023 | -1294403 | -1381139 | -827258 |
Profit Factor | 3.5668 | 4.6747 | 1.4213 | 1.0687 | 1.0738 | 1.0568 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 53.9326 | 48.8889 | 59.0909 | 53.9326 | 48.8889 | 59.0909 |
Ratio Avg Win / Avg Loss | 3.0466 | 4.8872 | 0.984 | 0.9128 | 1.1226 | 0.7316 |
Largest Winning Trade | 1838418 | 1838418 | 50277 | 1593656 | 1593656 | 250781 |
Largest Losing Trade | -55698 | -55698 | -46688 | -690877 | -690877 | -380225 |
Avg Bars in Trades | 103 | 116 | 89 | 103 | 116 | 89 |
Avg Bars in Winners | 121 | 131 | 112 | 121 | 131 | 112 |
Avg Bars in Losers | 81 | 103 | 54 | 81 | 103 | 54 |
Bars Traded | 9179 | 5261 | 3918 | 9179 | 5261 | 3918 |
Profit Streak | 30.3745 | 30.3745 | 59.1245 | 30.3745 | 30.3745 | 59.1245 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 781956 | 752972 | -126917 | -244169 | -251167 | -309934 |
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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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