Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706992.3411 | 624436.5173 | 82555.8238 | 1678480.5422 | 702822.3161 | 975658.226 |
Total P&L (%) | 706.9923 | 624.4365 | 82.5558 | 1678.4805 | 702.8223 | 975.6582 |
Avg Daily Profit (%) | 0.437 | 0.3859 | 0.051 | 0.1781 | 0.1288 | 0.1469 |
Buy And Hold Return (%) | 26.3949 | 26.3949 | 26.3949 | 26.3949 | 26.3949 | 26.3949 |
Max Trade Drawdown | -105067 | -122850 | -101010 | -1582797 | -1674711 | -557353 |
Profit Factor | 2.1707 | 2.9629 | 1.2889 | 1.3217 | 1.2205 | 1.4805 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 45.4545 | 43.1818 | 47.7273 | 45.4545 | 43.1818 | 47.7273 |
Ratio Avg Win / Avg Loss | 2.6049 | 3.8985 | 1.4117 | 1.586 | 1.6059 | 1.6215 |
Largest Winning Trade | 202979 | 202979 | 62588 | 869716 | 869716 | 843107 |
Largest Losing Trade | -57855 | -36022 | -57855 | -683156 | -683156 | -328435 |
Avg Bars in Trades | 215 | 209 | 221 | 215 | 209 | 221 |
Avg Bars in Winners | 360 | 373 | 349 | 360 | 373 | 349 |
Avg Bars in Losers | 95 | 85 | 105 | 95 | 85 | 105 |
Bars Traded | 19000 | 9234 | 9766 | 19000 | 9234 | 9766 |
Profit Streak | 0 | 0 | 558.7053 | 0 | 0 | 558.7053 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455761 | 456918 | -127998 | 275212 | -22513 | 200449 |
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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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