Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 875425.9927 | 509684.2572 | 365741.7355 | 29794679.9217 | 11210488.4564 | 18584191.4652 |
Total P&L (%) | 875.426 | 509.6843 | 365.7417 | 29794.6799 | 11210.4885 | 18584.1915 |
Avg Daily Profit (%) | 0.5004 | 0.2913 | 0.2091 | 0.3264 | 0.2706 | 0.2994 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42620 | -67667 | -51840 | -5870303 | -5551321 | -3591058 |
Profit Factor | 3.3142 | 3.6029 | 3.0044 | 2.2793 | 1.8619 | 2.8072 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 54.4444 | 48.8889 | 60 | 54.4444 | 48.8889 | 60 |
Ratio Avg Win / Avg Loss | 2.7731 | 3.7667 | 2.003 | 1.9072 | 1.9465 | 1.8715 |
Largest Winning Trade | 223539 | 223539 | 67792 | 8417692 | 4236028 | 8417692 |
Largest Losing Trade | -24473 | -15867 | -24473 | -3648707 | -3648707 | -3020905 |
Avg Bars in Trades | 112 | 58 | 167 | 112 | 58 | 167 |
Avg Bars in Winners | 154 | 71 | 221 | 154 | 71 | 221 |
Avg Bars in Losers | 63 | 44 | 86 | 63 | 44 | 86 |
Bars Traded | 10146 | 2615 | 7531 | 10146 | 2615 | 7531 |
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 | 639286 | 548015 | 532778 | 513836 | 425125 | 561877 |
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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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