Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616349.2141 | 444553.9261 | 171795.288 | 6221744.621 | 2645427.4868 | 3576317.1341 |
Total P&L (%) | 616.3492 | 444.5539 | 171.7953 | 6221.7446 | 2645.4275 | 3576.3171 |
Avg Daily Profit (%) | 0.3118 | 0.2249 | 0.0869 | 0.21 | 0.1677 | 0.1825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46537 | -55973 | -83820 | -1840834 | -2044754 | -861345 |
Profit Factor | 2.8414 | 4.1894 | 1.8795 | 2.0529 | 1.9276 | 2.1697 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 59.1398 | 63.8298 | 54.3478 | 59.1398 | 63.8298 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.9631 | 2.374 | 1.5788 | 1.4184 | 1.0923 | 1.8226 |
Largest Winning Trade | 130823 | 130823 | 76008 | 1784004 | 1298324 | 1784004 |
Largest Losing Trade | -26722 | -25721 | -26722 | -711892 | -711892 | -694959 |
Avg Bars in Trades | 81 | 68 | 95 | 81 | 68 | 95 |
Avg Bars in Winners | 109 | 85 | 138 | 109 | 85 | 138 |
Avg Bars in Losers | 41 | 38 | 44 | 41 | 38 | 44 |
Bars Traded | 7601 | 3223 | 4379 | 7601 | 3223 | 4379 |
Profit Streak | 0 | 0 | 502.188 | 0 | 0 | 502.188 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 570600 | 608694 | -72139 | 444494 | 438662 | 476548 |
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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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