Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 808485.6344 | 672213.8257 | 136271.8086 | 1023451.6372 | 155834.9881 | 867616.6491 |
Total P&L (%) | 808.4856 | 672.2138 | 136.2718 | 1023.4516 | 155.835 | 867.6166 |
Avg Daily Profit (%) | 0.4173 | 0.347 | 0.0703 | 0.1249 | 0.0485 | 0.1172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131429 | -68896 | -130234 | -523573 | -575483 | -277155 |
Profit Factor | 2.5487 | 3.8144 | 1.4812 | 1.5693 | 1.1373 | 2.3084 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 51.1111 | 48.8889 | 53.3333 | 51.1111 | 48.8889 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.4379 | 3.9878 | 1.2961 | 1.5011 | 1.189 | 2.0199 |
Largest Winning Trade | 455764 | 455764 | 57589 | 324361 | 324361 | 324119 |
Largest Losing Trade | -83344 | -45226 | -83344 | -181726 | -181726 | -111550 |
Avg Bars in Trades | 127 | 100 | 154 | 127 | 100 | 154 |
Avg Bars in Winners | 170 | 125 | 212 | 170 | 125 | 212 |
Avg Bars in Losers | 82 | 77 | 88 | 82 | 77 | 88 |
Bars Traded | 11491 | 4534 | 6957 | 11491 | 4534 | 6957 |
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 | 544988 | 570722 | -97330 | -22578 | -197954 | -31198 |
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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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