Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 925753.211 | 842676.193 | 83077.018 | 2035654.4564 | 3095580.7186 | -1059926.2621 |
Total P&L (%) | 925.7532 | 842.6762 | 83.077 | 2035.6545 | 3095.5807 | -1059.9263 |
Avg Daily Profit (%) | 0.5094 | 0.4636 | 0.0457 | 0.1686 | 0.1908 | 0 |
Buy And Hold Return (%) | 406.5823 | 406.5823 | 406.5823 | 406.5823 | 406.5823 | 406.5823 |
Max Trade Drawdown | -110379 | -71360 | -126495 | -5541468 | -4292680 | -6245141 |
Profit Factor | 2.67 | 4.0161 | 1.3021 | 1.0894 | 1.2836 | 0.9105 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 47.7778 | 44.4444 | 51.1111 | 47.7778 | 44.4444 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.9183 | 5.0201 | 1.2455 | 1.1908 | 1.6045 | 0.8709 |
Largest Winning Trade | 474928 | 474928 | 68711 | 3529383 | 3529383 | 1812890 |
Largest Losing Trade | -48220 | -38571 | -48220 | -2737129 | -2659159 | -2737129 |
Avg Bars in Trades | 235 | 219 | 251 | 235 | 219 | 251 |
Avg Bars in Winners | 287 | 277 | 295 | 287 | 277 | 295 |
Avg Bars in Losers | 187 | 172 | 205 | 187 | 172 | 205 |
Bars Traded | 21170 | 9857 | 11313 | 21170 | 9857 | 11313 |
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 | 363893 | 319141 | -297330 | -116324 | 250536 | -580567 |
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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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