Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652083.361 | 545421.5004 | 106661.8606 | 1557882.5631 | 969288.5925 | 588593.9707 |
Total P&L (%) | 652.0834 | 545.4215 | 106.6619 | 1557.8826 | 969.2886 | 588.594 |
Avg Daily Profit (%) | 0.4619 | 0.3863 | 0.0755 | 0.1991 | 0.168 | 0.1368 |
Buy And Hold Return (%) | 72.2363 | 72.2363 | 72.2363 | 72.2363 | 72.2363 | 72.2363 |
Max Trade Drawdown | -106535 | -98830 | -71680 | -925128 | -919224 | -716530 |
Profit Factor | 2.2253 | 2.7108 | 1.4998 | 1.3199 | 1.3092 | 1.3394 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 59.3407 | 57.7778 | 60.8696 | 59.3407 | 57.7778 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.5247 | 1.981 | 0.9642 | 0.9044 | 0.9567 | 0.8611 |
Largest Winning Trade | 201824 | 201824 | 45494 | 601982 | 601982 | 358258 |
Largest Losing Trade | -60058 | -60058 | -45502 | -650705 | -650705 | -357765 |
Avg Bars in Trades | 89 | 129 | 51 | 89 | 129 | 51 |
Avg Bars in Winners | 87 | 128 | 49 | 87 | 128 | 49 |
Avg Bars in Losers | 93 | 130 | 53 | 93 | 130 | 53 |
Bars Traded | 8186 | 5837 | 2348 | 8186 | 5837 | 2348 |
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 | 574722 | 571548 | -108465 | 288816 | 263209 | -9903 |
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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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