Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1419156.2131 | 1330107.6273 | 89048.5858 | 2830473.9494 | 3072309.5999 | -241835.6505 |
Total P&L (%) | 1419.1562 | 1330.1076 | 89.0486 | 2830.4739 | 3072.3096 | -241.8357 |
Avg Daily Profit (%) | 0.7678 | 0.7196 | 0.0482 | 0.1829 | 0.1872 | 0 |
Buy And Hold Return (%) | 173.3025 | 173.3025 | 173.3025 | 173.3025 | 173.3025 | 173.3025 |
Max Trade Drawdown | -92197 | -59540 | -83832 | -2702232 | -1437532 | -2171151 |
Profit Factor | 3.8156 | 6.6017 | 1.334 | 1.2719 | 1.5828 | 0.9529 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 35.5556 | 33.3333 | 37.7778 | 35.5556 | 33.3333 | 37.7778 |
Ratio Avg Win / Avg Loss | 6.9158 | 13.2034 | 2.1972 | 2.3053 | 3.1656 | 1.5695 |
Largest Winning Trade | 1064369 | 1064369 | 79438 | 2752921 | 2752921 | 1596304 |
Largest Losing Trade | -38685 | -30148 | -38685 | -896525 | -896525 | -723718 |
Avg Bars in Trades | 57 | 59 | 55 | 57 | 59 | 55 |
Avg Bars in Winners | 127 | 133 | 121 | 127 | 133 | 121 |
Avg Bars in Losers | 19 | 21 | 16 | 19 | 21 | 16 |
Bars Traded | 5176 | 2658 | 2518 | 5176 | 2658 | 2518 |
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 | 519844 | 525305 | -297630 | 127362 | 159701 | -582687 |
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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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