Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1158312.8883 | 1021361.6504 | 136951.2378 | 519135.0924 | 79060.4919 | 440074.6005 |
Total P&L (%) | 1158.3129 | 1021.3617 | 136.9512 | 519.1351 | 79.0605 | 440.0746 |
Avg Daily Profit (%) | 0.4873 | 0.4297 | 0.0576 | 0.0767 | 0.0245 | 0.071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147213 | -96871 | -68492 | -3360870 | -1554970 | -2058594 |
Profit Factor | 2.5628 | 3.5543 | 1.4012 | 1.0543 | 1.0162 | 1.0939 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 41 | 14 | 27 | 41 | 14 | 27 |
Losing Trades | 50 | 32 | 18 | 50 | 32 | 18 |
Profitability (%) | 45.0549 | 30.4348 | 60 | 45.0549 | 30.4348 | 60 |
Ratio Avg Win / Avg Loss | 3.1253 | 8.124 | 0.9342 | 1.2858 | 2.3228 | 0.7293 |
Largest Winning Trade | 723767 | 723767 | 62051 | 1316514 | 1004138 | 1316514 |
Largest Losing Trade | -68492 | -30506 | -68492 | -964116 | -522599 | -964116 |
Avg Bars in Trades | 76 | 65 | 87 | 76 | 65 | 87 |
Avg Bars in Winners | 125 | 141 | 117 | 125 | 141 | 117 |
Avg Bars in Losers | 35 | 32 | 42 | 35 | 32 | 42 |
Bars Traded | 6952 | 3005 | 3945 | 6952 | 3005 | 3945 |
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 | 493175 | 331218 | -115588 | -252520 | -369206 | -215720 |
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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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