Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 749281.0662 | 558670.8843 | 190610.1819 | 1114792.2494 | 696151.3366 | 418640.9128 |
Total P&L (%) | 749.2811 | 558.6709 | 190.6102 | 1114.7922 | 696.1513 | 418.6409 |
Avg Daily Profit (%) | 0.5058 | 0.3771 | 0.1287 | 0.1687 | 0.1401 | 0.1112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130830 | -120285 | -40918 | -1620153 | -1071453 | -660012 |
Profit Factor | 2.2953 | 2.6598 | 1.788 | 1.1977 | 1.2225 | 1.1668 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 32 | 10 | 22 | 32 | 10 | 22 |
Losing Trades | 60 | 36 | 24 | 60 | 36 | 24 |
Profitability (%) | 34.7826 | 21.7391 | 47.8261 | 34.7826 | 21.7391 | 47.8261 |
Ratio Avg Win / Avg Loss | 4.3036 | 9.5754 | 1.9505 | 2.2457 | 4.401 | 1.2728 |
Largest Winning Trade | 407686 | 407686 | 66793 | 1297768 | 1297768 | 428944 |
Largest Losing Trade | -24756 | -21285 | -24756 | -573216 | -396678 | -573216 |
Avg Bars in Trades | 93 | 70 | 117 | 93 | 70 | 117 |
Avg Bars in Winners | 173 | 151 | 183 | 173 | 151 | 183 |
Avg Bars in Losers | 51 | 48 | 56 | 51 | 48 | 56 |
Bars Traded | 8644 | 3240 | 5404 | 8644 | 3240 | 5404 |
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 | 336550 | -29766 | -18640 | 4982 | -49215 | -82455 |
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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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