Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632895.3906 | 397676.1757 | 235219.2149 | 4295568.0813 | 1046687.8042 | 3248880.277 |
Total P&L (%) | 632.8954 | 397.6762 | 235.2192 | 4295.5681 | 1046.6878 | 3248.8803 |
Avg Daily Profit (%) | 0.3329 | 0.2092 | 0.1237 | 0.1992 | 0.1284 | 0.1848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61089 | -57634 | -79972 | -1370007 | -1841205 | -897462 |
Profit Factor | 2.6096 | 2.7585 | 2.4081 | 1.6411 | 1.2341 | 2.4574 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 44 | 27 | 17 | 44 | 27 | 17 |
Profitability (%) | 50.5618 | 40 | 61.3636 | 50.5618 | 40 | 61.3636 |
Ratio Avg Win / Avg Loss | 2.5516 | 4.1377 | 1.5162 | 1.6046 | 1.8511 | 1.5472 |
Largest Winning Trade | 135925 | 135925 | 55003 | 1811820 | 1811820 | 1141924 |
Largest Losing Trade | -34679 | -34679 | -34299 | -1370007 | -1370007 | -897462 |
Avg Bars in Trades | 124 | 111 | 137 | 124 | 111 | 137 |
Avg Bars in Winners | 183 | 188 | 180 | 183 | 188 | 180 |
Avg Bars in Losers | 63 | 60 | 68 | 63 | 60 | 68 |
Bars Traded | 11070 | 5036 | 6034 | 11070 | 5036 | 6034 |
Profit Streak | 0 | 0 | 548.0062 | 0 | 0 | 548.0062 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520578 | 329053 | -20777 | 412150 | -24240 | 542945 |
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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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