Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 967888.499 | 776476.3052 | 191412.1938 | 2969835.0551 | 1386879.8994 | 1582955.1557 |
Total P&L (%) | 967.8885 | 776.4763 | 191.4122 | 2969.8351 | 1386.8799 | 1582.9552 |
Avg Daily Profit (%) | 0.4016 | 0.3222 | 0.0794 | 0.1422 | 0.1121 | 0.1172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92326 | -76165 | -119060 | -1376146 | -859321 | -945750 |
Profit Factor | 2.5916 | 3.317 | 1.7011 | 1.4957 | 1.4597 | 1.5323 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 48.3871 | 43.4783 | 53.1915 | 48.3871 | 43.4783 | 53.1915 |
Ratio Avg Win / Avg Loss | 2.7644 | 4.3121 | 1.497 | 1.5954 | 1.8976 | 1.3484 |
Largest Winning Trade | 405620 | 405620 | 51732 | 1156403 | 1156403 | 939409 |
Largest Losing Trade | -51703 | -51703 | -50753 | -590838 | -477842 | -590838 |
Avg Bars in Trades | 50 | 62 | 38 | 50 | 62 | 38 |
Avg Bars in Winners | 68 | 85 | 54 | 68 | 85 | 54 |
Avg Bars in Losers | 33 | 44 | 20 | 33 | 44 | 20 |
Bars Traded | 4677 | 2880 | 1796 | 4677 | 2880 | 1796 |
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 | 515649 | 466605 | -84300 | -799 | -43261 | -34110 |
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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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