Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830913.5434 | 716135.3825 | 114778.1608 | 489025.3465 | 38922.8043 | 450102.5422 |
Total P&L (%) | 830.9135 | 716.1354 | 114.7782 | 489.0253 | 38.9228 | 450.1025 |
Avg Daily Profit (%) | 0.5193 | 0.4476 | 0.0717 | 0.1109 | 0.0205 | 0.1066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99199 | -96696 | -50812 | -368066 | -520116 | -149410 |
Profit Factor | 2.2436 | 2.6905 | 1.4694 | 1.2475 | 1.0281 | 1.7634 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 50.5495 | 41.3043 | 60 | 50.5495 | 41.3043 | 60 |
Ratio Avg Win / Avg Loss | 2.1948 | 3.8233 | 0.9796 | 1.2204 | 1.461 | 1.1756 |
Largest Winning Trade | 448003 | 448003 | 40628 | 283272 | 283272 | 158292 |
Largest Losing Trade | -48565 | -36509 | -48565 | -256634 | -256634 | -74385 |
Avg Bars in Trades | 101 | 107 | 94 | 101 | 107 | 94 |
Avg Bars in Winners | 124 | 145 | 109 | 124 | 145 | 109 |
Avg Bars in Losers | 77 | 81 | 72 | 77 | 81 | 72 |
Bars Traded | 9236 | 4964 | 4272 | 9236 | 4964 | 4272 |
Profit Streak | 0 | 0 | 48.5157 | 0 | 0 | 48.5157 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552646 | 431225 | -95781 | -44871 | -360676 | -46496 |
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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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