Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556090.693 | 436236.6505 | 119854.0425 | 1889235.6187 | 647809.5305 | 1241426.0881 |
Total P&L (%) | 556.0907 | 436.2367 | 119.854 | 1889.2356 | 647.8095 | 1241.4261 |
Avg Daily Profit (%) | 0.2813 | 0.2207 | 0.0606 | 0.1514 | 0.1018 | 0.1314 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104582 | -54189 | -96760 | -3253545 | -1445629 | -2310155 |
Profit Factor | 2.474 | 3.9618 | 1.5211 | 1.3734 | 1.3097 | 1.4184 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 37.0787 | 33.3333 | 40.9091 | 37.0787 | 33.3333 | 40.9091 |
Ratio Avg Win / Avg Loss | 4.1982 | 7.9236 | 2.1972 | 2.3307 | 2.6193 | 2.0488 |
Largest Winning Trade | 146750 | 146750 | 74413 | 1388632 | 730058 | 1388632 |
Largest Losing Trade | -55910 | -20930 | -55910 | -2057912 | -490390 | -2057912 |
Avg Bars in Trades | 87 | 72 | 101 | 87 | 72 | 101 |
Avg Bars in Winners | 184 | 164 | 201 | 184 | 164 | 201 |
Avg Bars in Losers | 29 | 27 | 32 | 29 | 27 | 32 |
Bars Traded | 7743 | 3282 | 4461 | 7743 | 3282 | 4461 |
Profit Streak | 0 | 0 | 623.1753 | 0 | 0 | 623.1753 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311768 | 302975 | -111561 | 161230 | -61772 | -17376 |
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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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