Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446506.3609 | 163213.3251 | 283293.0358 | 1188457.4114 | 646950.5364 | 541506.8751 |
Total P&L (%) | 446.5064 | 163.2133 | 283.293 | 1188.4574 | 646.9505 | 541.5069 |
Avg Daily Profit (%) | 0.2945 | 0.1077 | 0.1869 | 0.1687 | 0.1327 | 0.1227 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95572 | -67048 | -47760 | -855484 | -417301 | -532746 |
Profit Factor | 1.8739 | 1.4657 | 2.7656 | 1.5427 | 1.5154 | 1.5794 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 56.5217 | 50 | 63.0435 | 56.5217 | 50 | 63.0435 |
Ratio Avg Win / Avg Loss | 1.4415 | 1.4657 | 1.6212 | 1.1867 | 1.5154 | 0.9259 |
Largest Winning Trade | 82985 | 82985 | 47909 | 307872 | 307872 | 222815 |
Largest Losing Trade | -42405 | -36962 | -42405 | -526693 | -207345 | -526693 |
Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Winners | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Losers | 30 | 30 | 30 | 30 | 30 | 30 |
Bars Traded | 2782 | 1387 | 1395 | 2782 | 1387 | 1395 |
Profit Streak | 44.6462 | 44.6462 | 150.1462 | 44.6462 | 44.6462 | 150.1462 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466313 | -47533 | 573597 | 410983 | -12279 | -25548 |
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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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