Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 759215.1388 | 531893.3624 | 227321.7763 | 2866735.3541 | 800801.7658 | 2065933.5883 |
Total P&L (%) | 759.2151 | 531.8934 | 227.3218 | 2866.7354 | 800.8018 | 2065.9336 |
Avg Daily Profit (%) | 0.5156 | 0.3612 | 0.1544 | 0.2305 | 0.1494 | 0.2091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98078 | -118985 | -38395 | -2119321 | -1434311 | -957843 |
Profit Factor | 2.9779 | 3.4775 | 2.3438 | 1.4339 | 1.2315 | 1.6564 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 47.7273 | 43.1818 | 52.2727 | 47.7273 | 43.1818 | 52.2727 |
Ratio Avg Win / Avg Loss | 3.2615 | 4.5757 | 2.14 | 1.5704 | 1.6204 | 1.5123 |
Largest Winning Trade | 413015 | 413015 | 68718 | 1554150 | 1250363 | 1554150 |
Largest Losing Trade | -31428 | -31428 | -31108 | -805995 | -657189 | -805995 |
Avg Bars in Trades | 65 | 47 | 83 | 65 | 47 | 83 |
Avg Bars in Winners | 93 | 63 | 119 | 93 | 63 | 119 |
Avg Bars in Losers | 39 | 35 | 43 | 39 | 35 | 43 |
Bars Traded | 5743 | 2083 | 3661 | 5743 | 2083 | 3661 |
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 | 567850 | 485071 | 433721 | 347853 | 179237 | 417794 |
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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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