Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723866.3441 | 550210.3599 | 173655.9842 | 8786032.8615 | 4401152.8284 | 4384880.0332 |
Total P&L (%) | 723.8663 | 550.2104 | 173.656 | 8786.0329 | 4401.1528 | 4384.88 |
Avg Daily Profit (%) | 0.3662 | 0.2783 | 0.0878 | 0.2273 | 0.1928 | 0.1926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85287 | -41941 | -132125 | -1082678 | -1082678 | -1020505 |
Profit Factor | 2.6671 | 3.8084 | 1.7287 | 2.5802 | 2.4533 | 2.7321 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 57.732 | 53.0612 | 62.5 | 57.732 | 53.0612 | 62.5 |
Ratio Avg Win / Avg Loss | 1.9527 | 3.369 | 1.0372 | 1.8891 | 2.1702 | 1.6392 |
Largest Winning Trade | 99136 | 99136 | 80623 | 2225863 | 2225863 | 1717379 |
Largest Losing Trade | -41941 | -41941 | -32529 | -1082678 | -1082678 | -852774 |
Avg Bars in Trades | 76 | 58 | 93 | 76 | 58 | 93 |
Avg Bars in Winners | 89 | 61 | 113 | 89 | 61 | 113 |
Avg Bars in Losers | 57 | 54 | 61 | 57 | 54 | 61 |
Bars Traded | 7379 | 2872 | 4507 | 7379 | 2872 | 4507 |
Profit Streak | 0 | 0 | 587.798 | 0 | 0 | 587.798 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 569032 | 580377 | -71216 | 520247 | 473186 | 557274 |
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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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