Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1600896.2862 | 1459683.3312 | 141212.9551 | 17496628.7615 | 10354191.3233 | 7142437.4383 |
Total P&L (%) | 1600.8963 | 1459.6833 | 141.213 | 17496.6288 | 10354.1913 | 7142.4374 |
Avg Daily Profit (%) | 0.8818 | 0.804 | 0.0778 | 0.2852 | 0.2564 | 0.2362 |
Buy And Hold Return (%) | 689.2731 | 689.2731 | 689.2731 | 689.2731 | 689.2731 | 689.2731 |
Max Trade Drawdown | -76070 | -63931 | -31136 | -10892436 | -4623677 | -6268759 |
Profit Factor | 5.3023 | 8.2817 | 1.8227 | 1.6301 | 1.7408 | 1.5179 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 36.6667 | 31.1111 | 42.2222 | 36.6667 | 31.1111 | 42.2222 |
Ratio Avg Win / Avg Loss | 9.1586 | 18.3381 | 2.4943 | 2.8156 | 3.8545 | 2.0771 |
Largest Winning Trade | 717258 | 717258 | 65693 | 10149564 | 10149564 | 8502414 |
Largest Losing Trade | -26267 | -24321 | -26267 | -6268759 | -4623677 | -6268759 |
Avg Bars in Trades | 73 | 66 | 80 | 73 | 66 | 80 |
Avg Bars in Winners | 159 | 150 | 166 | 159 | 150 | 166 |
Avg Bars in Losers | 23 | 29 | 17 | 23 | 29 | 17 |
Bars Traded | 6634 | 3008 | 3625 | 6634 | 3008 | 3625 |
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 | 416531 | 299300 | -254375 | 248659 | 163452 | 284924 |
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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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