Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574277.5502 | 282780.8318 | 291496.7184 | 3761854.6232 | 2480797.837 | 1281056.7863 |
Total P&L (%) | 574.2776 | 282.7808 | 291.4967 | 3761.8546 | 2480.7978 | 1281.0568 |
Avg Daily Profit (%) | 0.342 | 0.1684 | 0.1736 | 0.2179 | 0.1938 | 0.1565 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91446 | -50113 | -53060 | -997072 | -133248 | -1109179 |
Profit Factor | 2.3099 | 2.2865 | 2.3334 | 2.6856 | 5.3702 | 1.7698 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 48 | 18 | 30 | 48 | 18 | 30 |
Losing Trades | 42 | 27 | 15 | 42 | 27 | 15 |
Profitability (%) | 53.3333 | 40 | 66.6667 | 53.3333 | 40 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.0212 | 3.4298 | 1.1667 | 2.3499 | 8.0553 | 0.8849 |
Largest Winning Trade | 118095 | 118095 | 46060 | 1041767 | 1041767 | 869374 |
Largest Losing Trade | -43235 | -29841 | -43235 | -734097 | -133248 | -734097 |
Avg Bars in Trades | 35 | 34 | 35 | 35 | 34 | 35 |
Avg Bars in Winners | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Losers | 34 | 34 | 35 | 34 | 34 | 35 |
Bars Traded | 3160 | 1573 | 1586 | 3160 | 1573 | 1586 |
Profit Streak | 0 | 0 | 64.5457 | 0 | 0 | 64.5457 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515603 | 283731 | 486490 | 503494 | 440217 | 397066 |
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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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