Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823015.9341 | 776108.3887 | 46907.5453 | 1027502.5934 | 1669606.6608 | -642104.0674 |
Total P&L (%) | 823.0159 | 776.1084 | 46.9075 | 1027.5026 | 1669.6067 | -642.1041 |
Avg Daily Profit (%) | 0.3288 | 0.3101 | 0.0187 | 0.0968 | 0.1149 | 0 |
Buy And Hold Return (%) | 324.2452 | 324.2452 | 324.2452 | 324.2452 | 324.2452 | 324.2452 |
Max Trade Drawdown | -88083 | -53386 | -57432 | -2910389 | -1141877 | -2233831 |
Profit Factor | 2.9095 | 5.762 | 1.175 | 1.1489 | 1.6927 | 0.8569 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 53.7634 | 44.6809 | 63.0435 | 53.7634 | 44.6809 | 63.0435 |
Ratio Avg Win / Avg Loss | 2.5022 | 7.1338 | 0.6888 | 0.9881 | 2.0957 | 0.5023 |
Largest Winning Trade | 649438 | 649438 | 34758 | 1885349 | 1885349 | 978220 |
Largest Losing Trade | -56164 | -23579 | -56164 | -1952434 | -359310 | -1952434 |
Avg Bars in Trades | 51 | 43 | 60 | 51 | 43 | 60 |
Avg Bars in Winners | 68 | 63 | 71 | 68 | 63 | 71 |
Avg Bars in Losers | 32 | 27 | 40 | 32 | 27 | 40 |
Bars Traded | 4801 | 2041 | 2760 | 4801 | 2041 | 2760 |
Profit Streak | 0 | 0 | 77.0717 | 0 | 0 | 77.0717 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428702 | 398874 | -360960 | -123863 | -39254 | -578455 |
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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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