Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 927266.9576 | 1029778.1232 | -102511.1657 | 18099.7674 | 68672.6422 | -50572.8748 |
Total P&L (%) | 927.267 | 1029.7781 | -102.5112 | 18.0998 | 68.6726 | -50.5729 |
Avg Daily Profit (%) | 0.4101 | 0.4555 | -0.0453 | 0.0074 | 0.0231 | -0.0312 |
Buy And Hold Return (%) | 567.9745 | 567.9745 | 567.9745 | 567.9745 | 567.9745 | 567.9745 |
Max Trade Drawdown | -240047 | -72880 | -213892 | -110515 | -71726 | -83607 |
Profit Factor | 2.4252 | 4.3066 | 0.6978 | 1.0469 | 1.3546 | 0.7374 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 51.1111 | 53.3333 | 48.8889 | 51.1111 | 53.3333 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.3197 | 3.7683 | 0.7295 | 1.0013 | 1.1853 | 0.7709 |
Largest Winning Trade | 791785 | 791785 | 52210 | 65712 | 65712 | 35288 |
Largest Losing Trade | -51856 | -51856 | -51734 | -49552 | -34078 | -49552 |
Avg Bars in Trades | 44 | 44 | 43 | 44 | 44 | 43 |
Avg Bars in Winners | 63 | 55 | 71 | 63 | 55 | 71 |
Avg Bars in Losers | 24 | 31 | 17 | 24 | 31 | 17 |
Bars Traded | 3967 | 2007 | 1960 | 3967 | 2007 | 1960 |
Profit Streak | 0 | 103.0958 | 0 | 0 | 103.0958 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 198007 | 375530 | -581144 | -517371 | -326274 | -581144 |
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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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