Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1108930.1222 | 1069019.5501 | 39910.5721 | 881561.7534 | 351016.9095 | 530544.8439 |
Total P&L (%) | 1108.9301 | 1069.0196 | 39.9106 | 881.5618 | 351.0169 | 530.5448 |
Avg Daily Profit (%) | 0.5897 | 0.5685 | 0.0212 | 0.1215 | 0.0801 | 0.098 |
Buy And Hold Return (%) | 192.5477 | 192.5477 | 192.5477 | 192.5477 | 192.5477 | 192.5477 |
Max Trade Drawdown | -113887 | -103833 | -82855 | -1758338 | -1489098 | -989025 |
Profit Factor | 2.8888 | 4.3712 | 1.1478 | 1.1263 | 1.089 | 1.1749 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 34.6939 | 26.5306 | 42.8571 | 34.6939 | 26.5306 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.4378 | 12.105 | 1.5304 | 2.1202 | 3.0157 | 1.5666 |
Largest Winning Trade | 777975 | 777975 | 55937 | 1324801 | 1324801 | 499217 |
Largest Losing Trade | -37818 | -21562 | -37818 | -491283 | -398916 | -491283 |
Avg Bars in Trades | 226 | 199 | 252 | 226 | 199 | 252 |
Avg Bars in Winners | 435 | 442 | 432 | 435 | 442 | 432 |
Avg Bars in Losers | 114 | 112 | 117 | 114 | 112 | 117 |
Bars Traded | 22149 | 9781 | 12368 | 22149 | 9781 | 12368 |
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 | 373165 | -5694 | -389784 | -118186 | -238807 | -94774 |
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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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