Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 961909.3949 | 896223.3775 | 65686.0174 | 3276554.0272 | 3181069.3882 | 95484.639 |
Total P&L (%) | 961.9094 | 896.2234 | 65.686 | 3276.554 | 3181.0694 | 95.4846 |
Avg Daily Profit (%) | 0.4389 | 0.409 | 0.03 | 0.1607 | 0.1594 | 0.0306 |
Buy And Hold Return (%) | 505.3455 | 505.3455 | 505.3455 | 505.3455 | 505.3455 | 505.3455 |
Max Trade Drawdown | -89586 | -92468 | -103769 | -871438 | -572202 | -896620 |
Profit Factor | 2.5934 | 3.9491 | 1.2191 | 1.7717 | 2.3894 | 1.0488 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 44.9438 | 40 | 50 | 44.9438 | 40 | 50 |
Ratio Avg Win / Avg Loss | 3.1769 | 5.9237 | 1.2191 | 2.1704 | 3.5841 | 1.0488 |
Largest Winning Trade | 367067 | 367067 | 65573 | 1993961 | 1993961 | 394270 |
Largest Losing Trade | -47471 | -26328 | -47471 | -508421 | -508421 | -374008 |
Avg Bars in Trades | 144 | 132 | 156 | 144 | 132 | 156 |
Avg Bars in Winners | 217 | 211 | 223 | 217 | 211 | 223 |
Avg Bars in Losers | 84 | 79 | 89 | 84 | 79 | 89 |
Bars Traded | 12837 | 5948 | 6890 | 12837 | 5948 | 6890 |
Profit Streak | 0 | 0 | 255.9849 | 0 | 0 | 255.9849 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 207508 | 166540 | -317597 | 323601 | 286183 | -483194 |
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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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