Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 978061.7163 | 864577.6073 | 113484.1091 | 1930559.905 | 509305.4851 | 1421254.4199 |
Total P&L (%) | 978.0617 | 864.5776 | 113.4841 | 1930.5599 | 509.3055 | 1421.2544 |
Avg Daily Profit (%) | 0.524 | 0.4632 | 0.0608 | 0.1614 | 0.0969 | 0.1459 |
Buy And Hold Return (%) | 47.3772 | 47.3772 | 47.3772 | 47.3772 | 47.3772 | 47.3772 |
Max Trade Drawdown | -58445 | -82650 | -37319 | -1160286 | -1095089 | -529167 |
Profit Factor | 3.6527 | 5.6571 | 1.6199 | 1.3908 | 1.1827 | 1.6602 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 41.573 | 35.5556 | 47.7273 | 41.573 | 35.5556 | 47.7273 |
Ratio Avg Win / Avg Loss | 5.1335 | 10.2535 | 1.7742 | 1.9546 | 2.1437 | 1.8183 |
Largest Winning Trade | 726651 | 726651 | 64953 | 828528 | 828528 | 643526 |
Largest Losing Trade | -26812 | -15775 | -26812 | -316437 | -316437 | -272150 |
Avg Bars in Trades | 77 | 51 | 104 | 77 | 51 | 104 |
Avg Bars in Winners | 149 | 115 | 175 | 149 | 115 | 175 |
Avg Bars in Losers | 26 | 16 | 40 | 26 | 16 | 40 |
Bars Traded | 6937 | 2330 | 4607 | 6937 | 2330 | 4607 |
Profit Streak | 0 | 0 | 59.8919 | 0 | 0 | 59.8919 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524677 | 468466 | -113191 | 231066 | -87184 | 183081 |
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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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