Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1497822.5198 | 1369759.3267 | 128063.1931 | 11057417.2398 | 2529102.0625 | 8528315.1773 |
Total P&L (%) | 1497.8225 | 1369.7593 | 128.0632 | 11057.4172 | 2529.1021 | 8528.3152 |
Avg Daily Profit (%) | 0.7969 | 0.7288 | 0.0681 | 0.2512 | 0.1741 | 0.2375 |
Buy And Hold Return (%) | 663.3507 | 663.3507 | 663.3507 | 663.3507 | 663.3507 | 663.3507 |
Max Trade Drawdown | -68728 | -88794 | -61699 | -7341159 | -5194065 | -2735457 |
Profit Factor | 3.6337 | 5.2489 | 1.5199 | 1.396 | 1.1476 | 1.7904 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 33.3333 | 24.4444 | 42.2222 | 33.3333 | 24.4444 | 42.2222 |
Ratio Avg Win / Avg Loss | 7.2675 | 16.2239 | 2.0799 | 2.792 | 3.5472 | 2.45 |
Largest Winning Trade | 625622 | 625622 | 53771 | 7948125 | 7948125 | 6176417 |
Largest Losing Trade | -38816 | -38816 | -32136 | -3096081 | -3096081 | -1992958 |
Avg Bars in Trades | 38 | 39 | 38 | 38 | 39 | 38 |
Avg Bars in Winners | 69 | 67 | 70 | 69 | 67 | 70 |
Avg Bars in Losers | 23 | 30 | 14 | 23 | 30 | 14 |
Bars Traded | 3497 | 1783 | 1714 | 3497 | 1783 | 1714 |
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 | 306803 | -18118 | -268154 | 144558 | -83793 | 316615 |
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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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