Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 819376.8818 | 575645.5949 | 243731.2869 | 7723848.291 | 2628642.2279 | 5095206.0631 |
Total P&L (%) | 819.3769 | 575.6456 | 243.7313 | 7723.8483 | 2628.6422 | 5095.2061 |
Avg Daily Profit (%) | 0.4307 | 0.3026 | 0.1281 | 0.2294 | 0.174 | 0.2079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120617 | -102389 | -91068 | -4566719 | -3986693 | -3233681 |
Profit Factor | 2.4348 | 2.9861 | 1.8666 | 1.339 | 1.2139 | 1.4855 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 49.4624 | 48.9362 | 50 | 49.4624 | 48.9362 | 50 |
Ratio Avg Win / Avg Loss | 2.4877 | 3.116 | 1.8666 | 1.3681 | 1.2667 | 1.4855 |
Largest Winning Trade | 219044 | 219044 | 66743 | 3792020 | 2973705 | 3792020 |
Largest Losing Trade | -30233 | -29490 | -30233 | -3272334 | -3272334 | -1451458 |
Avg Bars in Trades | 59 | 44 | 75 | 59 | 44 | 75 |
Avg Bars in Winners | 84 | 62 | 106 | 84 | 62 | 106 |
Avg Bars in Losers | 35 | 27 | 43 | 35 | 27 | 43 |
Bars Traded | 5545 | 2077 | 3468 | 5545 | 2077 | 3468 |
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 | 528766 | 514274 | -18359 | 311422 | 253454 | 338252 |
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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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