Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 844562.7268 | 777747.0539 | 66815.6729 | 1899094.0641 | 1082182.8125 | 816911.2516 |
Total P&L (%) | 844.5627 | 777.7471 | 66.8157 | 1899.0941 | 1082.1828 | 816.9113 |
Avg Daily Profit (%) | 0.4563 | 0.4202 | 0.0361 | 0.162 | 0.1335 | 0.1198 |
Buy And Hold Return (%) | 119.9319 | 119.9319 | 119.9319 | 119.9319 | 119.9319 | 119.9319 |
Max Trade Drawdown | -113824 | -63024 | -118941 | -2534915 | -1221894 | -1608598 |
Profit Factor | 2.2978 | 3.9699 | 1.1718 | 1.3165 | 1.3721 | 1.2641 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 41.1111 | 44.4444 | 37.7778 | 41.1111 | 44.4444 | 37.7778 |
Ratio Avg Win / Avg Loss | 3.2915 | 4.9624 | 1.93 | 1.8857 | 1.7151 | 2.0821 |
Largest Winning Trade | 378725 | 378725 | 76347 | 852451 | 773154 | 852451 |
Largest Losing Trade | -48793 | -35183 | -48793 | -552464 | -478736 | -552464 |
Avg Bars in Trades | 121 | 117 | 125 | 121 | 117 | 125 |
Avg Bars in Winners | 217 | 193 | 247 | 217 | 193 | 247 |
Avg Bars in Losers | 54 | 56 | 51 | 54 | 56 | 51 |
Bars Traded | 10937 | 5279 | 5658 | 10937 | 5279 | 5658 |
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 | 409913 | 522765 | -345561 | 208493 | -14811 | -36517 |
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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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