Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389740.365 | 189770.8331 | 199969.5319 | 1465509.4026 | 380635.7996 | 1084873.603 |
Total P&L (%) | 389.7404 | 189.7708 | 199.9695 | 1465.5094 | 380.6358 | 1084.8736 |
Avg Daily Profit (%) | 0.3479 | 0.1694 | 0.1785 | 0.2459 | 0.1402 | 0.2209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58353 | -45640 | -30432 | -1458310 | -1099795 | -724756 |
Profit Factor | 2.2351 | 2.0714 | 2.4444 | 1.4524 | 1.2181 | 1.7261 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 50.5495 | 42.2222 | 58.6957 | 50.5495 | 42.2222 | 58.6957 |
Ratio Avg Win / Avg Loss | 2.1865 | 2.8346 | 1.7201 | 1.4209 | 1.6669 | 1.2147 |
Largest Winning Trade | 87742 | 87742 | 48567 | 832786 | 452482 | 832786 |
Largest Losing Trade | -23968 | -15927 | -23968 | -619742 | -438204 | -619742 |
Avg Bars in Trades | 45 | 46 | 45 | 45 | 46 | 45 |
Avg Bars in Winners | 62 | 59 | 64 | 62 | 59 | 64 |
Avg Bars in Losers | 29 | 37 | 17 | 29 | 37 | 17 |
Bars Traded | 4168 | 2094 | 2074 | 4168 | 2094 | 2074 |
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 | 484311 | 300199 | 478655 | 351329 | -8083 | 416809 |
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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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