Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617091.3842 | 591446.1996 | 25645.1847 | 292131.7578 | 61074.3204 | 231057.4374 |
Total P&L (%) | 617.0914 | 591.4462 | 25.6452 | 292.1318 | 61.0743 | 231.0574 |
Avg Daily Profit (%) | 0.3365 | 0.3225 | 0.014 | 0.0745 | 0.026 | 0.0653 |
Buy And Hold Return (%) | 203.6686 | 203.6686 | 203.6686 | 203.6686 | 203.6686 | 203.6686 |
Max Trade Drawdown | -217958 | -141173 | -120895 | -1088028 | -839940 | -352110 |
Profit Factor | 2.1316 | 3.1184 | 1.0964 | 1.1326 | 1.0459 | 1.2645 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.558 | 3.7421 | 1.3156 | 1.3591 | 1.2551 | 1.5174 |
Largest Winning Trade | 473712 | 473712 | 48001 | 387161 | 387161 | 257317 |
Largest Losing Trade | -53997 | -35656 | -53997 | -357882 | -357882 | -165322 |
Avg Bars in Trades | 78 | 88 | 69 | 78 | 88 | 69 |
Avg Bars in Winners | 117 | 146 | 89 | 117 | 146 | 89 |
Avg Bars in Losers | 46 | 40 | 52 | 46 | 40 | 52 |
Bars Traded | 6930 | 3890 | 3040 | 6930 | 3890 | 3040 |
Profit Streak | 0 | 0 | 140.1446 | 0 | 0 | 140.1446 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311095 | 364964 | -455600 | -200271 | -495631 | -229835 |
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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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