Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654769.0593 | 530675.6965 | 124093.3629 | 3258668.3036 | 1534634.3501 | 1724033.9536 |
Total P&L (%) | 654.7691 | 530.6757 | 124.0934 | 3258.6683 | 1534.6344 | 1724.034 |
Avg Daily Profit (%) | 0.4047 | 0.328 | 0.0767 | 0.2174 | 0.1728 | 0.1796 |
Buy And Hold Return (%) | 20.0491 | 20.0491 | 20.0491 | 20.0491 | 20.0491 | 20.0491 |
Max Trade Drawdown | -124555 | -122778 | -70426 | -3060716 | -2710725 | -772767 |
Profit Factor | 2.2383 | 2.9011 | 1.4971 | 1.3702 | 1.2898 | 1.4916 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 46.6667 | 42.2222 | 51.1111 | 46.6667 | 42.2222 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.558 | 3.97 | 1.432 | 1.5659 | 1.765 | 1.4268 |
Largest Winning Trade | 137452 | 137452 | 70340 | 1650546 | 1515484 | 1650546 |
Largest Losing Trade | -45479 | -30236 | -45479 | -966117 | -966117 | -618951 |
Avg Bars in Trades | 207 | 201 | 213 | 207 | 201 | 213 |
Avg Bars in Winners | 337 | 345 | 331 | 337 | 345 | 331 |
Avg Bars in Losers | 92 | 95 | 90 | 92 | 95 | 90 |
Bars Traded | 18646 | 9049 | 9597 | 18646 | 9049 | 9597 |
Profit Streak | 0 | 0 | 559.1413 | 0 | 0 | 559.1413 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467676 | 421637 | -89003 | 315160 | 215256 | 356836 |
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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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