Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603861.5595 | 468047.6367 | 135813.9228 | 1447806.3653 | 632241.51 | 815564.8553 |
Total P&L (%) | 603.8616 | 468.0476 | 135.8139 | 1447.8064 | 632.2415 | 815.5649 |
Avg Daily Profit (%) | 0.3242 | 0.2513 | 0.0729 | 0.1472 | 0.1069 | 0.1189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91283 | -55431 | -57544 | -3081314 | -1876947 | -1613233 |
Profit Factor | 2.2805 | 3.0021 | 1.5711 | 1.1535 | 1.1318 | 1.1761 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 48.3146 | 47.7273 | 48.8889 | 48.3146 | 47.7273 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.4396 | 3.288 | 1.6425 | 1.234 | 1.2396 | 1.2295 |
Largest Winning Trade | 311973 | 311973 | 63754 | 1232035 | 1232035 | 1009399 |
Largest Losing Trade | -46805 | -40932 | -46805 | -1255795 | -555016 | -1255795 |
Avg Bars in Trades | 123 | 104 | 141 | 123 | 104 | 141 |
Avg Bars in Winners | 162 | 147 | 176 | 162 | 147 | 176 |
Avg Bars in Losers | 86 | 65 | 107 | 86 | 65 | 107 |
Bars Traded | 10966 | 4612 | 6353 | 10966 | 4612 | 6353 |
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 | 468815 | 466845 | -93111 | -48231 | -126218 | -61013 |
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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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