Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661862.4692 | 503483.9376 | 158378.5316 | 955552.1084 | 872102.6637 | 83449.4446 |
Total P&L (%) | 661.8625 | 503.4839 | 158.3785 | 955.5521 | 872.1027 | 83.4494 |
Avg Daily Profit (%) | 0.348 | 0.2647 | 0.0833 | 0.124 | 0.1196 | 0.0319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112456 | -140190 | -72848 | -2252052 | -2209637 | -794267 |
Profit Factor | 2.0068 | 2.3857 | 1.5386 | 1.1382 | 1.2247 | 1.0275 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 39.7849 | 36.1702 | 43.4783 | 39.7849 | 36.1702 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.0373 | 4.21 | 2.0001 | 1.7226 | 2.1613 | 1.3357 |
Largest Winning Trade | 249494 | 249494 | 55457 | 1952686 | 1952686 | 630795 |
Largest Losing Trade | -48647 | -33739 | -48647 | -690967 | -529633 | -690967 |
Avg Bars in Trades | 79 | 71 | 87 | 79 | 71 | 87 |
Avg Bars in Winners | 138 | 134 | 142 | 138 | 134 | 142 |
Avg Bars in Losers | 40 | 36 | 45 | 40 | 36 | 45 |
Bars Traded | 7399 | 3369 | 4031 | 7399 | 3369 | 4031 |
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 | 338087 | 282176 | -81590 | -98233 | -37425 | -343011 |
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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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