Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 934854.2725 | 711195.7184 | 223658.5541 | 5543234.1365 | 705965.6653 | 4837268.4712 |
Total P&L (%) | 934.8543 | 711.1957 | 223.6586 | 5543.2341 | 705.9657 | 4837.2685 |
Avg Daily Profit (%) | 0.4802 | 0.3653 | 0.1149 | 0.2074 | 0.1072 | 0.2005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93495 | -68030 | -35651 | -2229262 | -2361562 | -624095 |
Profit Factor | 3.0513 | 3.3622 | 2.4461 | 1.6935 | 1.118 | 3.4076 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 40.8163 | 32.6531 | 48.9796 | 40.8163 | 32.6531 | 48.9796 |
Ratio Avg Win / Avg Loss | 4.4244 | 6.9345 | 2.548 | 2.4556 | 2.3058 | 3.5495 |
Largest Winning Trade | 339209 | 339209 | 61882 | 1774288 | 1774288 | 1554143 |
Largest Losing Trade | -29813 | -29813 | -29358 | -1471465 | -1471465 | -404600 |
Avg Bars in Trades | 37 | 40 | 34 | 37 | 40 | 34 |
Avg Bars in Winners | 61 | 64 | 59 | 61 | 64 | 59 |
Avg Bars in Losers | 20 | 28 | 10 | 20 | 28 | 10 |
Bars Traded | 3635 | 1965 | 1670 | 3635 | 1965 | 1670 |
Profit Streak | 186.5362 | 187.0362 | 186.5362 | 186.5362 | 187.0362 | 186.5362 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515115 | 367286 | -34694 | 336848 | -144716 | 534426 |
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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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