Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556604.7479 | 499932.0823 | 56672.6656 | 602099.3088 | 451902.0718 | 150197.237 |
Total P&L (%) | 556.6047 | 499.9321 | 56.6727 | 602.0993 | 451.9021 | 150.1972 |
Avg Daily Profit (%) | 0.2997 | 0.2692 | 0.0305 | 0.105 | 0.092 | 0.0494 |
Buy And Hold Return (%) | 54.6415 | 54.6415 | 54.6415 | 54.6415 | 54.6415 | 54.6415 |
Max Trade Drawdown | -98338 | -92845 | -108998 | -574388 | -668003 | -622381 |
Profit Factor | 1.8614 | 2.6014 | 1.1697 | 1.1562 | 1.2314 | 1.079 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 42.0455 | 38.6364 | 45.4545 | 42.0455 | 38.6364 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.5657 | 4.1316 | 1.4036 | 1.5937 | 1.9557 | 1.2948 |
Largest Winning Trade | 244482 | 244482 | 52397 | 498668 | 498668 | 285204 |
Largest Losing Trade | -39121 | -29841 | -39121 | -330471 | -215943 | -330471 |
Avg Bars in Trades | 246 | 254 | 238 | 246 | 254 | 238 |
Avg Bars in Winners | 395 | 404 | 388 | 395 | 404 | 388 |
Avg Bars in Losers | 137 | 160 | 112 | 137 | 160 | 112 |
Bars Traded | 21675 | 11191 | 10484 | 21675 | 11191 | 10484 |
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 | 344317 | 317257 | -341921 | -102860 | -73686 | -265659 |
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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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