Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1002080.3017 | 776489.3853 | 225590.9165 | 10108673.6891 | 528280.8998 | 9580392.7893 |
Total P&L (%) | 1002.0803 | 776.4894 | 225.5909 | 10108.6737 | 528.2809 | 9580.3928 |
Avg Daily Profit (%) | 0.5177 | 0.4011 | 0.1165 | 0.2393 | 0.095 | 0.2365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78656 | -61192 | -31915 | -6124210 | -3586128 | -4353586 |
Profit Factor | 3.1441 | 3.8732 | 2.1445 | 1.5063 | 1.0454 | 2.1488 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 44.3182 | 34.0909 | 54.5455 | 44.3182 | 34.0909 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.9503 | 7.4881 | 1.7871 | 1.8925 | 2.0212 | 1.7907 |
Largest Winning Trade | 414108 | 414108 | 48197 | 3980924 | 3753074 | 3980924 |
Largest Losing Trade | -29249 | -23708 | -29249 | -3328220 | -1883479 | -3328220 |
Avg Bars in Trades | 63 | 53 | 73 | 63 | 53 | 73 |
Avg Bars in Winners | 102 | 93 | 107 | 102 | 93 | 107 |
Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
Bars Traded | 5624 | 2370 | 3254 | 5624 | 2370 | 3254 |
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 | 532315 | 381497 | -32687 | 318760 | -241297 | 471055 |
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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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