Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698308.3055 | 491989.8039 | 206318.5016 | 4692599.7717 | 1744579.4318 | 2948020.3399 |
Total P&L (%) | 698.3083 | 491.9898 | 206.3185 | 4692.5998 | 1744.5794 | 2948.0203 |
Avg Daily Profit (%) | 0.3917 | 0.276 | 0.1157 | 0.2173 | 0.1636 | 0.1919 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70337 | -36664 | -73771 | -2210855 | -1059801 | -1966168 |
Profit Factor | 2.1769 | 3.5707 | 1.5133 | 1.5621 | 1.5071 | 1.6007 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 51.087 | 50 | 52.1739 | 51.087 | 50 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.0843 | 3.5707 | 1.3872 | 1.4957 | 1.5071 | 1.4673 |
Largest Winning Trade | 144006 | 144006 | 65633 | 1581988 | 1195883 | 1581988 |
Largest Losing Trade | -48103 | -36664 | -48103 | -1085469 | -643437 | -1085469 |
Avg Bars in Trades | 74 | 56 | 91 | 74 | 56 | 91 |
Avg Bars in Winners | 84 | 52 | 115 | 84 | 52 | 115 |
Avg Bars in Losers | 63 | 61 | 65 | 63 | 61 | 65 |
Bars Traded | 6828 | 2610 | 4218 | 6828 | 2610 | 4218 |
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 | 511351 | 543270 | -36756 | 369277 | 369404 | 368715 |
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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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