Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645569.0672 | 542191.6708 | 103377.3964 | 1582764.8123 | 1139211.6083 | 443553.204 |
Total P&L (%) | 645.5691 | 542.1917 | 103.3774 | 1582.7648 | 1139.2116 | 443.5532 |
Avg Daily Profit (%) | 0.352 | 0.2956 | 0.0564 | 0.154 | 0.1373 | 0.0924 |
Buy And Hold Return (%) | 122.7784 | 122.7784 | 122.7784 | 122.7784 | 122.7784 | 122.7784 |
Max Trade Drawdown | -95230 | -102118 | -42860 | -494928 | -461157 | -403758 |
Profit Factor | 2.3971 | 3.2401 | 1.4698 | 1.6556 | 1.9142 | 1.3798 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 50.5618 | 46.6667 | 54.5455 | 50.5618 | 46.6667 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.3439 | 3.7029 | 1.2249 | 1.6189 | 2.1877 | 1.1498 |
Largest Winning Trade | 376539 | 376539 | 48765 | 489108 | 489108 | 422820 |
Largest Losing Trade | -38889 | -38889 | -29400 | -323503 | -223175 | -323503 |
Avg Bars in Trades | 38 | 39 | 36 | 38 | 39 | 36 |
Avg Bars in Winners | 50 | 56 | 44 | 50 | 56 | 44 |
Avg Bars in Losers | 25 | 25 | 26 | 25 | 25 | 26 |
Bars Traded | 3389 | 1790 | 1599 | 3389 | 1790 | 1599 |
Profit Streak | 0 | 0 | 46.1326 | 0 | 0 | 46.1326 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469892 | 430766 | -280670 | 399278 | -6866 | -70029 |
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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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