Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836653.5101 | 789404.8093 | 47248.7008 | 1638377.4476 | 1257246.826 | 381130.6215 |
Total P&L (%) | 836.6535 | 789.4048 | 47.2487 | 1638.3774 | 1257.2468 | 381.1306 |
Avg Daily Profit (%) | 0.4496 | 0.4242 | 0.0254 | 0.1536 | 0.1402 | 0.0845 |
Buy And Hold Return (%) | 112.0594 | 112.0594 | 112.0594 | 112.0594 | 112.0594 | 112.0594 |
Max Trade Drawdown | -123379 | -61311 | -104488 | -1394468 | -735062 | -1134777 |
Profit Factor | 2.266 | 3.8003 | 1.1247 | 1.3301 | 1.5352 | 1.1458 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 35.9551 | 35.5556 | 36.3636 | 35.9551 | 35.5556 | 36.3636 |
Ratio Avg Win / Avg Loss | 4.0363 | 6.8881 | 1.9682 | 2.3693 | 2.7826 | 2.0052 |
Largest Winning Trade | 356956 | 356956 | 78446 | 904103 | 904103 | 844170 |
Largest Losing Trade | -45538 | -24634 | -45538 | -472414 | -395233 | -472414 |
Avg Bars in Trades | 246 | 228 | 266 | 246 | 228 | 266 |
Avg Bars in Winners | 513 | 462 | 564 | 513 | 462 | 564 |
Avg Bars in Losers | 97 | 99 | 95 | 97 | 99 | 95 |
Bars Traded | 21979 | 10269 | 11710 | 21979 | 10269 | 11710 |
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 | 333360 | 407438 | -412250 | 136642 | -8321 | -147209 |
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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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