Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446433.3174 | 267905.8202 | 178527.4972 | 1058354.0155 | 364977.4714 | 693376.5441 |
Total P&L (%) | 446.4333 | 267.9058 | 178.5275 | 1058.354 | 364.9775 | 693.3765 |
Avg Daily Profit (%) | 0.302 | 0.1812 | 0.1208 | 0.1659 | 0.104 | 0.1402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120543 | -58197 | -62346 | -3196272 | -1460819 | -1735452 |
Profit Factor | 2.325 | 2.6205 | 2.0404 | 1.2072 | 1.1455 | 1.2669 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 51.1364 | 47.7273 | 54.5455 | 51.1364 | 47.7273 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.2217 | 2.8701 | 1.7003 | 1.1536 | 1.2546 | 1.0557 |
Largest Winning Trade | 166466 | 166466 | 75486 | 1270536 | 789494 | 1270536 |
Largest Losing Trade | -50045 | -18547 | -50045 | -978121 | -506541 | -978121 |
Avg Bars in Trades | 96 | 66 | 126 | 96 | 66 | 126 |
Avg Bars in Winners | 137 | 95 | 173 | 137 | 95 | 173 |
Avg Bars in Losers | 54 | 41 | 69 | 54 | 41 | 69 |
Bars Traded | 8504 | 2941 | 5563 | 8504 | 2941 | 5563 |
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 | 478900 | 418789 | -27245 | 275226 | -115416 | -4909 |
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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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