Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669714.5104 | 464068.2814 | 205646.2291 | 4780908.6574 | 2848967.7553 | 1931940.9021 |
Total P&L (%) | 669.7145 | 464.0683 | 205.6462 | 4780.9087 | 2848.9678 | 1931.9409 |
Avg Daily Profit (%) | 0.352 | 0.2439 | 0.1081 | 0.2046 | 0.178 | 0.1584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174831 | -52642 | -133346 | -1224151 | -746912 | -892953 |
Profit Factor | 2.7968 | 3.5766 | 2.0677 | 2.0217 | 2.1183 | 1.9062 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 32.9545 | 34.0909 | 31.8182 | 32.9545 | 34.0909 | 31.8182 |
Ratio Avg Win / Avg Loss | 5.6901 | 6.9147 | 4.4308 | 4.113 | 4.0954 | 4.0847 |
Largest Winning Trade | 166222 | 166222 | 67429 | 1760732 | 1760732 | 1283040 |
Largest Losing Trade | -25386 | -25386 | -19785 | -439184 | -439184 | -382424 |
Avg Bars in Trades | 41 | 34 | 48 | 41 | 34 | 48 |
Avg Bars in Winners | 104 | 80 | 130 | 104 | 80 | 130 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 3643 | 1496 | 2147 | 3643 | 1496 | 2147 |
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 | 298123 | 310291 | -51763 | 198900 | 207004 | 154413 |
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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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