Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823560.1743 | 673566.2001 | 149993.9742 | 1048334.07 | 795140.0316 | 253194.0383 |
Total P&L (%) | 823.5602 | 673.5662 | 149.994 | 1048.3341 | 795.14 | 253.194 |
Avg Daily Profit (%) | 0.4366 | 0.3571 | 0.0795 | 0.1295 | 0.1163 | 0.0669 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146363 | -146407 | -65677 | -1217463 | -886789 | -814669 |
Profit Factor | 2.234 | 2.5176 | 1.6709 | 1.2358 | 1.2808 | 1.1569 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 50.5376 | 43.4783 | 57.4468 | 50.5376 | 43.4783 | 57.4468 |
Ratio Avg Win / Avg Loss | 2.1865 | 3.2729 | 1.2377 | 1.2095 | 1.6651 | 0.8569 |
Largest Winning Trade | 417649 | 417649 | 40802 | 1094212 | 1094212 | 241324 |
Largest Losing Trade | -60069 | -51431 | -60069 | -814669 | -478418 | -814669 |
Avg Bars in Trades | 233 | 403 | 67 | 233 | 403 | 67 |
Avg Bars in Winners | 238 | 438 | 90 | 238 | 438 | 90 |
Avg Bars in Losers | 227 | 376 | 35 | 227 | 376 | 35 |
Bars Traded | 21708 | 18552 | 3156 | 21708 | 18552 | 3156 |
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 | 526660 | 421803 | -83684 | -19736 | -38758 | -152177 |
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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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