Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598448.4681 | 362412.7598 | 236035.7084 | 4872354.0846 | 2185068.4138 | 2687285.6708 |
Total P&L (%) | 598.4485 | 362.4128 | 236.0357 | 4872.3541 | 2185.0684 | 2687.2857 |
Avg Daily Profit (%) | 0.4422 | 0.2678 | 0.1744 | 0.2891 | 0.2315 | 0.2462 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43263 | -60733 | -28435 | -2299636 | -3003573 | -1357682 |
Profit Factor | 2.433 | 2.4668 | 2.3839 | 1.4725 | 1.3608 | 1.6312 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 51.6484 | 43.4783 | 60 | 51.6484 | 43.4783 | 60 |
Ratio Avg Win / Avg Loss | 2.2777 | 3.2069 | 1.5893 | 1.3785 | 1.7691 | 1.0875 |
Largest Winning Trade | 136406 | 136406 | 49320 | 1515269 | 1515269 | 1238701 |
Largest Losing Trade | -23008 | -23008 | -22900 | -1011986 | -856662 | -1011986 |
Avg Bars in Trades | 85 | 76 | 93 | 85 | 76 | 93 |
Avg Bars in Winners | 122 | 120 | 123 | 122 | 120 | 123 |
Avg Bars in Losers | 45 | 42 | 49 | 45 | 42 | 49 |
Bars Traded | 7743 | 3517 | 4226 | 7743 | 3517 | 4226 |
Profit Streak | 13.5122 | 36.3456 | 0 | 13.5122 | 36.3456 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 568884 | 395370 | 479010 | 395838 | 286359 | 423800 |
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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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