Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1384506.0865 | 1293114.0256 | 91392.0609 | 5668485.8072 | 638605.7628 | 5029880.0444 |
Total P&L (%) | 1384.5061 | 1293.114 | 91.3921 | 5668.4858 | 638.6058 | 5029.88 |
Avg Daily Profit (%) | 0.7348 | 0.6863 | 0.0485 | 0.2154 | 0.1062 | 0.2092 |
Buy And Hold Return (%) | 318.681 | 318.681 | 318.681 | 318.681 | 318.681 | 318.681 |
Max Trade Drawdown | -102610 | -86482 | -69249 | -4687279 | -4403273 | -2558918 |
Profit Factor | 3.3693 | 5.0855 | 1.3412 | 1.2231 | 1.0419 | 1.4952 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 38.8889 | 28.8889 | 48.8889 | 38.8889 | 28.8889 | 48.8889 |
Ratio Avg Win / Avg Loss | 5.2946 | 12.5181 | 1.4022 | 1.9219 | 2.5646 | 1.5632 |
Largest Winning Trade | 599459 | 599459 | 59851 | 5448908 | 5448908 | 3206349 |
Largest Losing Trade | -41018 | -30140 | -41018 | -2454725 | -2195093 | -2454725 |
Avg Bars in Trades | 248 | 211 | 284 | 248 | 211 | 284 |
Avg Bars in Winners | 421 | 383 | 444 | 421 | 383 | 444 |
Avg Bars in Losers | 137 | 142 | 130 | 137 | 142 | 130 |
Bars Traded | 22320 | 9539 | 12781 | 22320 | 9539 | 12781 |
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 | 469970 | 189793 | -293941 | 173292 | -243655 | 364973 |
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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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