Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1108178.6957 | 1137019.9358 | -28841.2401 | -42231.4171 | 364718.8845 | -406950.3016 |
Total P&L (%) | 1108.1787 | 1137.0199 | -28.8412 | -42.2314 | 364.7189 | -406.9503 |
Avg Daily Profit (%) | 0.5979 | 0.6135 | -0.0156 | -0.0296 | 0.0829 | 0 |
Buy And Hold Return (%) | 53.8462 | 53.8462 | 53.8462 | 53.8462 | 53.8462 | 53.8462 |
Max Trade Drawdown | -115559 | -103329 | -93642 | -518852 | -231943 | -407005 |
Profit Factor | 2.5172 | 4.2212 | 0.9236 | 0.9734 | 1.5402 | 0.5533 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 58.8889 | 62.2222 | 55.5556 | 58.8889 | 62.2222 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.7573 | 2.5628 | 0.7389 | 0.6795 | 0.9351 | 0.4427 |
Largest Winning Trade | 1159896 | 1159896 | 37237 | 528580 | 528580 | 72551 |
Largest Losing Trade | -58025 | -58025 | -57800 | -247218 | -142180 | -247218 |
Avg Bars in Trades | 59 | 63 | 55 | 59 | 63 | 55 |
Avg Bars in Winners | 63 | 61 | 65 | 63 | 61 | 65 |
Avg Bars in Losers | 55 | 67 | 44 | 55 | 67 | 44 |
Bars Traded | 5384 | 2875 | 2509 | 5384 | 2875 | 2509 |
Profit Streak | 0 | 0 | 65.0932 | 0 | 0 | 65.0932 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 634665 | 736059 | -579432 | -579385 | -80854 | -579432 |
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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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