Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532655.1937 | 254505.285 | 278149.9088 | 1605765.2602 | 189851.7507 | 1415913.5095 |
Total P&L (%) | 532.6552 | 254.5053 | 278.1499 | 1605.7653 | 189.8518 | 1415.9135 |
Avg Daily Profit (%) | 0.3049 | 0.1457 | 0.1592 | 0.1625 | 0.0609 | 0.1558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92355 | -92205 | -45143 | -1503667 | -1387429 | -587218 |
Profit Factor | 2.0067 | 1.7163 | 2.6004 | 1.3828 | 1.07 | 1.9546 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 45 | 28 | 17 | 45 | 28 | 17 |
Profitability (%) | 51.087 | 39.1304 | 63.0435 | 51.087 | 39.1304 | 63.0435 |
Ratio Avg Win / Avg Loss | 1.9213 | 2.6697 | 1.5244 | 1.324 | 1.6645 | 1.1458 |
Largest Winning Trade | 167456 | 167456 | 51719 | 743299 | 743299 | 484514 |
Largest Losing Trade | -41374 | -41374 | -21685 | -523801 | -523801 | -372723 |
Avg Bars in Trades | 72 | 77 | 67 | 72 | 77 | 67 |
Avg Bars in Winners | 93 | 110 | 82 | 93 | 110 | 82 |
Avg Bars in Losers | 51 | 56 | 42 | 51 | 56 | 42 |
Bars Traded | 6687 | 3566 | 3120 | 6687 | 3566 | 3120 |
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 | 472826 | 20240 | 503855 | 312969 | -258102 | 432922 |
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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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