Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753601.9876 | 586207.7158 | 167394.2718 | 1187344.9638 | 36641.068 | 1150703.8958 |
Total P&L (%) | 753.602 | 586.2077 | 167.3943 | 1187.345 | 36.6411 | 1150.7039 |
Avg Daily Profit (%) | 0.4704 | 0.3659 | 0.1045 | 0.1596 | 0.0195 | 0.1578 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107097 | -119583 | -65537 | -1406249 | -2245433 | -625692 |
Profit Factor | 2.7547 | 3.3755 | 1.9162 | 1.2295 | 1.0115 | 1.5811 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 41.6667 | 31.25 | 52.0833 | 41.6667 | 31.25 | 52.0833 |
Ratio Avg Win / Avg Loss | 3.8566 | 7.4261 | 1.7629 | 1.7213 | 2.2252 | 1.4546 |
Largest Winning Trade | 398864 | 398864 | 51597 | 1909300 | 1909300 | 695942 |
Largest Losing Trade | -49601 | -26232 | -49601 | -603828 | -603828 | -416757 |
Avg Bars in Trades | 47 | 33 | 60 | 47 | 33 | 60 |
Avg Bars in Winners | 88 | 79 | 94 | 88 | 79 | 94 |
Avg Bars in Losers | 17 | 13 | 23 | 17 | 13 | 23 |
Bars Traded | 4531 | 1624 | 2907 | 4531 | 1624 | 2907 |
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 | 454345 | 313474 | -49487 | 196980 | -383342 | 354152 |
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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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