Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1530662.1082 | 1456426.0079 | 74236.1003 | 929615.7101 | 139773.875 | 789841.8351 |
Total P&L (%) | 1530.6621 | 1456.426 | 74.2361 | 929.6157 | 139.7739 | 789.8418 |
Avg Daily Profit (%) | 0.8216 | 0.7818 | 0.0398 | 0.1252 | 0.047 | 0.1174 |
Buy And Hold Return (%) | 56.6265 | 56.6265 | 56.6265 | 56.6265 | 56.6265 | 56.6265 |
Max Trade Drawdown | -98617 | -112910 | -72862 | -1131918 | -1232082 | -491127 |
Profit Factor | 4.0829 | 6.8414 | 1.3003 | 1.2153 | 1.0577 | 1.4168 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 40.4494 | 33.3333 | 47.7273 | 40.4494 | 33.3333 | 47.7273 |
Ratio Avg Win / Avg Loss | 6.0109 | 13.6829 | 1.4242 | 1.7892 | 2.1154 | 1.5517 |
Largest Winning Trade | 1370400 | 1370400 | 62557 | 996876 | 996876 | 512797 |
Largest Losing Trade | -46421 | -25710 | -46421 | -407729 | -353293 | -407729 |
Avg Bars in Trades | 59 | 49 | 69 | 59 | 49 | 69 |
Avg Bars in Winners | 89 | 85 | 93 | 89 | 85 | 93 |
Avg Bars in Losers | 38 | 31 | 48 | 38 | 31 | 48 |
Bars Traded | 5300 | 2221 | 3079 | 5300 | 2221 | 3079 |
Profit Streak | 0 | 0 | 46.0875 | 0 | 0 | 46.0875 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 605900 | 544424 | -208886 | -28200 | -296333 | -34215 |
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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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