Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 891384.2568 | 756507.2742 | 134876.9826 | 5397458.1508 | 2207611.4554 | 3189846.6954 |
Total P&L (%) | 891.3843 | 756.5073 | 134.877 | 5397.4582 | 2207.6115 | 3189.8467 |
Avg Daily Profit (%) | 0.4743 | 0.4025 | 0.0718 | 0.2134 | 0.1672 | 0.1861 |
Buy And Hold Return (%) | 175.2722 | 175.2722 | 175.2722 | 175.2722 | 175.2722 | 175.2722 |
Max Trade Drawdown | -105892 | -63659 | -113792 | -12605019 | -5949038 | -6655980 |
Profit Factor | 2.2057 | 3.1005 | 1.3557 | 1.235 | 1.1886 | 1.2832 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 98 | 42 | 56 | 98 | 42 | 56 |
Losing Trades | 82 | 48 | 34 | 82 | 48 | 34 |
Profitability (%) | 54.4444 | 46.6667 | 62.2222 | 54.4444 | 46.6667 | 62.2222 |
Ratio Avg Win / Avg Loss | 1.8455 | 3.5434 | 0.8231 | 1.0334 | 1.3584 | 0.7791 |
Largest Winning Trade | 358950 | 358950 | 48401 | 4004191 | 2680357 | 4004191 |
Largest Losing Trade | -49331 | -45885 | -49331 | -4118284 | -1477840 | -4118284 |
Avg Bars in Trades | 61 | 54 | 68 | 61 | 54 | 68 |
Avg Bars in Winners | 73 | 64 | 80 | 73 | 64 | 80 |
Avg Bars in Losers | 46 | 45 | 49 | 46 | 45 | 49 |
Bars Traded | 11053 | 4868 | 6185 | 11053 | 4868 | 6185 |
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 | 533592 | 437100 | -262585 | 336890 | -6898 | 280139 |
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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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