Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 852642.3886 | 809402.1631 | 43240.2256 | 691138.0273 | 446078.5047 | 245059.5227 |
Total P&L (%) | 852.6424 | 809.4022 | 43.2402 | 691.138 | 446.0785 | 245.0595 |
Avg Daily Profit (%) | 0.4636 | 0.4401 | 0.0235 | 0.1125 | 0.0924 | 0.0674 |
Buy And Hold Return (%) | 171.1481 | 171.1481 | 171.1481 | 171.1481 | 171.1481 | 171.1481 |
Max Trade Drawdown | -82973 | -58764 | -39733 | -649556 | -581691 | -421436 |
Profit Factor | 2.4763 | 3.9392 | 1.1431 | 1.2605 | 1.3161 | 1.1973 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 47.7778 | 44.4444 | 51.1111 | 47.7778 | 44.4444 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.7066 | 4.924 | 1.0934 | 1.3777 | 1.6451 | 1.1452 |
Largest Winning Trade | 674416 | 674416 | 37646 | 335973 | 301083 | 335973 |
Largest Losing Trade | -57366 | -27349 | -57366 | -339509 | -339509 | -181916 |
Avg Bars in Trades | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Winners | 54 | 59 | 51 | 54 | 59 | 51 |
Avg Bars in Losers | 25 | 24 | 27 | 25 | 24 | 27 |
Bars Traded | 3576 | 1796 | 1779 | 3576 | 1796 | 1779 |
Profit Streak | 0 | 0 | 43.2559 | 0 | 0 | 43.2559 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469331 | 483791 | -389598 | -45316 | -73931 | -137187 |
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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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