Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 666230.876 | 480264.204 | 185966.672 | 1932695.9135 | 1055030.6305 | 877665.283 |
Total P&L (%) | 666.2309 | 480.2642 | 185.9667 | 1932.6959 | 1055.0306 | 877.6653 |
Avg Daily Profit (%) | 0.4521 | 0.3259 | 0.1262 | 0.2046 | 0.1662 | 0.1548 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87462 | -32185 | -100674 | -1140500 | -325242 | -1206461 |
Profit Factor | 2.6467 | 4.368 | 1.7098 | 1.4782 | 1.7528 | 1.3324 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 29.6703 | 30.4348 | 28.8889 | 29.6703 | 30.4348 | 28.8889 |
Ratio Avg Win / Avg Loss | 6.2737 | 9.9839 | 4.2088 | 3.5039 | 4.0065 | 3.2799 |
Largest Winning Trade | 383105 | 383105 | 75280 | 762803 | 498123 | 762803 |
Largest Losing Trade | -26850 | -18153 | -26850 | -306917 | -149428 | -306917 |
Avg Bars in Trades | 46 | 9 | 84 | 46 | 9 | 84 |
Avg Bars in Winners | 140 | 23 | 266 | 140 | 23 | 266 |
Avg Bars in Losers | 6 | 2 | 10 | 6 | 2 | 10 |
Bars Traded | 4212 | 417 | 3795 | 4212 | 417 | 3795 |
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 | 225094 | 315765 | -33917 | 49431 | 137320 | -3563 |
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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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