Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 770804.867 | 713717.1023 | 57087.7647 | 1113163.7752 | 1014207.1699 | 98956.6053 |
Total P&L (%) | 770.8049 | 713.7171 | 57.0878 | 1113.1638 | 1014.2072 | 98.9566 |
Avg Daily Profit (%) | 0.3081 | 0.2852 | 0.0228 | 0.0998 | 0.0964 | 0.0275 |
Buy And Hold Return (%) | 284.2489 | 284.2489 | 284.2489 | 284.2489 | 284.2489 | 284.2489 |
Max Trade Drawdown | -91852 | -85073 | -55871 | -1227495 | -836118 | -676512 |
Profit Factor | 2.3512 | 3.7308 | 1.1847 | 1.2662 | 1.5215 | 1.0442 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 51.6854 | 48.8889 | 54.5455 | 51.6854 | 48.8889 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.1978 | 3.9004 | 0.9872 | 1.1836 | 1.5906 | 0.8702 |
Largest Winning Trade | 507399 | 507399 | 42592 | 800649 | 800649 | 364454 |
Largest Losing Trade | -55871 | -33341 | -55871 | -676512 | -348055 | -676512 |
Avg Bars in Trades | 164 | 154 | 174 | 164 | 154 | 174 |
Avg Bars in Winners | 212 | 203 | 221 | 212 | 203 | 221 |
Avg Bars in Losers | 112 | 107 | 117 | 112 | 107 | 117 |
Bars Traded | 14628 | 6953 | 7675 | 14628 | 6953 | 7675 |
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 | 379004 | 421865 | -346557 | -61291 | -64290 | -494813 |
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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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