Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 886565.9633 | 715493.6116 | 171072.3516 | 2803174.263 | 366824.6595 | 2436349.6035 |
Total P&L (%) | 886.566 | 715.4936 | 171.0724 | 2803.1743 | 366.8247 | 2436.3496 |
Avg Daily Profit (%) | 0.368 | 0.297 | 0.071 | 0.1399 | 0.064 | 0.1343 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184922 | -100227 | -152411 | -1987654 | -1399335 | -1068730 |
Profit Factor | 2.3676 | 3.2132 | 1.5264 | 1.3743 | 1.0865 | 1.7502 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 43.617 | 42.5532 | 44.6809 | 43.617 | 42.5532 | 44.6809 |
Ratio Avg Win / Avg Loss | 3.0605 | 4.3379 | 1.8898 | 1.7765 | 1.4667 | 2.1669 |
Largest Winning Trade | 309517 | 309517 | 65377 | 1089072 | 1052059 | 1089072 |
Largest Losing Trade | -39193 | -30313 | -39193 | -852121 | -562963 | -852121 |
Avg Bars in Trades | 100 | 87 | 112 | 100 | 87 | 112 |
Avg Bars in Winners | 161 | 139 | 183 | 161 | 139 | 183 |
Avg Bars in Losers | 52 | 49 | 55 | 52 | 49 | 55 |
Bars Traded | 9408 | 4127 | 5281 | 9408 | 4127 | 5281 |
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 | 423050 | 438959 | -97540 | -6426 | -235724 | -12000 |
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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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