Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1014857.2058 | 768547.0306 | 246310.1752 | 5507065.8509 | 3450646.6772 | 2056419.1737 |
Total P&L (%) | 1014.8572 | 768.547 | 246.3102 | 5507.0659 | 3450.6467 | 2056.4192 |
Avg Daily Profit (%) | 0.6324 | 0.4789 | 0.1535 | 0.2512 | 0.2227 | 0.1915 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113924 | -60029 | -86155 | -2917134 | -2116078 | -2397073 |
Profit Factor | 2.9115 | 3.8093 | 1.9572 | 1.5047 | 1.5852 | 1.4101 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 41.3043 | 34.7826 | 47.8261 | 41.3043 | 34.7826 | 47.8261 |
Ratio Avg Win / Avg Loss | 4.1375 | 7.1424 | 2.1351 | 2.1383 | 2.9722 | 1.5383 |
Largest Winning Trade | 407512 | 407512 | 68726 | 2706061 | 2706061 | 1874860 |
Largest Losing Trade | -75156 | -20074 | -75156 | -1320317 | -859158 | -1320317 |
Avg Bars in Trades | 102 | 82 | 122 | 102 | 82 | 122 |
Avg Bars in Winners | 171 | 147 | 189 | 171 | 147 | 189 |
Avg Bars in Losers | 53 | 47 | 60 | 53 | 47 | 60 |
Bars Traded | 9395 | 3779 | 5616 | 9395 | 3779 | 5616 |
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 | 509630 | 413962 | 366090 | 280276 | 191700 | 326221 |
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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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