Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805812.2141 | 761333.7424 | 44478.4717 | 906674.8703 | 745339.4351 | 161335.4352 |
Total P&L (%) | 805.8122 | 761.3337 | 44.4785 | 906.6749 | 745.3394 | 161.3354 |
Avg Daily Profit (%) | 0.3223 | 0.3046 | 0.0178 | 0.0924 | 0.0854 | 0.0384 |
Buy And Hold Return (%) | 288.2235 | 288.2235 | 288.2235 | 288.2235 | 288.2235 | 288.2235 |
Max Trade Drawdown | -116657 | -71584 | -69239 | -575175 | -280824 | -377709 |
Profit Factor | 2.3548 | 3.946 | 1.1322 | 1.4328 | 1.82 | 1.136 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 45.5556 | 37.7778 | 53.3333 | 45.5556 | 37.7778 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.8143 | 6.4993 | 0.9907 | 1.7124 | 2.9976 | 0.994 |
Largest Winning Trade | 485142 | 485142 | 44868 | 384486 | 384486 | 206404 |
Largest Losing Trade | -61466 | -28904 | -61466 | -376191 | -180420 | -376191 |
Avg Bars in Trades | 161 | 153 | 168 | 161 | 153 | 168 |
Avg Bars in Winners | 226 | 226 | 227 | 226 | 226 | 227 |
Avg Bars in Losers | 106 | 109 | 102 | 106 | 109 | 102 |
Bars Traded | 14514 | 6914 | 7600 | 14514 | 6914 | 7600 |
Profit Streak | 0 | 0 | 82.9898 | 0 | 0 | 82.9898 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316352 | 282114 | -410533 | -71628 | -83203 | -378821 |
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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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