Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689438.9274 | 517235.862 | 172203.0654 | 3009165.3996 | 384587.6553 | 2624577.7443 |
Total P&L (%) | 689.4389 | 517.2359 | 172.2031 | 3009.1654 | 384.5877 | 2624.5777 |
Avg Daily Profit (%) | 0.3561 | 0.2672 | 0.0889 | 0.1777 | 0.0815 | 0.1709 |
Buy And Hold Return (%) | 10.8339 | 10.8339 | 10.8339 | 10.8339 | 10.8339 | 10.8339 |
Max Trade Drawdown | -84274 | -65160 | -103163 | -1256889 | -1373551 | -503909 |
Profit Factor | 1.9991 | 2.544 | 1.485 | 1.4506 | 1.0887 | 2.1194 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 50.2762 | 47.2527 | 53.3333 | 50.2762 | 47.2527 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.9771 | 2.8398 | 1.2993 | 1.4346 | 1.2153 | 1.8545 |
Largest Winning Trade | 230300 | 230300 | 58615 | 902747 | 663123 | 902747 |
Largest Losing Trade | -58034 | -39356 | -58034 | -372109 | -372109 | -258321 |
Avg Bars in Trades | 63 | 48 | 77 | 63 | 48 | 77 |
Avg Bars in Winners | 92 | 68 | 114 | 92 | 68 | 114 |
Avg Bars in Losers | 33 | 31 | 35 | 33 | 31 | 35 |
Bars Traded | 11424 | 4425 | 6999 | 11424 | 4425 | 6999 |
Profit Streak | 0 | 0 | 27.6915 | 0 | 0 | 27.6915 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509550 | 434963 | -72335 | 354050 | -208370 | 449221 |
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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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