Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553669.6343 | 267676.7339 | 285992.9004 | 3641147.0068 | 2277670.8054 | 1363476.2014 |
Total P&L (%) | 553.6696 | 267.6767 | 285.9929 | 3641.147 | 2277.6708 | 1363.4762 |
Avg Daily Profit (%) | 0.5418 | 0.2619 | 0.2798 | 0.355 | 0.3105 | 0.2629 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46710 | -51873 | -45827 | -1825527 | -557311 | -1633372 |
Profit Factor | 2.5567 | 2.253 | 3.0134 | 1.9283 | 2.2003 | 1.6734 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 62.9213 | 55.5556 | 70.4545 | 62.9213 | 55.5556 | 70.4545 |
Ratio Avg Win / Avg Loss | 1.5066 | 1.8024 | 1.2637 | 1.1363 | 1.7602 | 0.7017 |
Largest Winning Trade | 191465 | 191465 | 37873 | 1788400 | 1788400 | 550115 |
Largest Losing Trade | -41390 | -24561 | -41390 | -1633372 | -557311 | -1633372 |
Avg Bars in Trades | 63 | 61 | 65 | 63 | 61 | 65 |
Avg Bars in Winners | 60 | 55 | 65 | 60 | 55 | 65 |
Avg Bars in Losers | 67 | 69 | 64 | 67 | 69 | 64 |
Bars Traded | 5644 | 2783 | 2860 | 5644 | 2783 | 2860 |
Profit Streak | 0 | 0 | 78.5414 | 0 | 0 | 78.5414 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 648850 | 476098 | 598384 | 507738 | 502390 | 455079 |
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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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