Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718353.382 | 621165.3029 | 97188.0791 | 2455942.6014 | 1843239.9654 | 612702.636 |
Total P&L (%) | 718.3534 | 621.1653 | 97.1881 | 2455.9426 | 1843.24 | 612.7026 |
Avg Daily Profit (%) | 0.444 | 0.3839 | 0.0601 | 0.2005 | 0.1835 | 0.1215 |
Buy And Hold Return (%) | 23.8632 | 23.8632 | 23.8632 | 23.8632 | 23.8632 | 23.8632 |
Max Trade Drawdown | -89652 | -98986 | -118290 | -1176787 | -1032821 | -888815 |
Profit Factor | 2.1288 | 2.9596 | 1.3043 | 1.4447 | 1.6623 | 1.2237 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 46.3636 | 45.4545 | 47.2727 | 46.3636 | 45.4545 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.4627 | 3.5515 | 1.4548 | 1.6714 | 1.9948 | 1.3649 |
Largest Winning Trade | 165446 | 165446 | 72735 | 1091763 | 1091763 | 605017 |
Largest Losing Trade | -64000 | -34433 | -64000 | -718718 | -458068 | -718718 |
Avg Bars in Trades | 172 | 168 | 176 | 172 | 168 | 176 |
Avg Bars in Winners | 274 | 276 | 271 | 274 | 276 | 271 |
Avg Bars in Losers | 84 | 78 | 90 | 84 | 78 | 90 |
Bars Traded | 18989 | 9281 | 9708 | 18989 | 9281 | 9708 |
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 | 469801 | -166561 | -295880 | 323992 | -170777 | -211952 |
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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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