Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 992430.5651 | 901948.6364 | 90481.9287 | 1300136.6997 | 1028639.7235 | 271496.9762 |
Total P&L (%) | 992.4306 | 901.9486 | 90.4819 | 1300.1367 | 1028.6397 | 271.497 |
Avg Daily Profit (%) | 0.5395 | 0.4903 | 0.0492 | 0.1436 | 0.1318 | 0.0714 |
Buy And Hold Return (%) | 93.1522 | 93.1522 | 93.1522 | 93.1522 | 93.1522 | 93.1522 |
Max Trade Drawdown | -91749 | -94441 | -79685 | -1372845 | -1127380 | -1164193 |
Profit Factor | 3.1565 | 5.0399 | 1.3819 | 1.2314 | 1.3858 | 1.0919 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 50 | 44.4444 | 55.5556 | 50 | 44.4444 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.1565 | 6.2999 | 1.1055 | 1.2314 | 1.7323 | 0.8736 |
Largest Winning Trade | 800596 | 800596 | 46684 | 733164 | 733164 | 569859 |
Largest Losing Trade | -64075 | -24014 | -64075 | -901117 | -362381 | -901117 |
Avg Bars in Trades | 58 | 60 | 56 | 58 | 60 | 56 |
Avg Bars in Winners | 80 | 94 | 69 | 80 | 94 | 69 |
Avg Bars in Losers | 37 | 34 | 40 | 37 | 34 | 40 |
Bars Traded | 5290 | 2736 | 2554 | 5290 | 2736 | 2554 |
Profit Streak | 0 | 0 | 85.8113 | 0 | 0 | 85.8113 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 619611 | 584945 | -291076 | -1070 | -16993 | -220554 |
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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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