Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493534.581 | 404217.4248 | 89317.1563 | 1110092.4902 | 759553.9289 | 350538.5614 |
Total P&L (%) | 493.5346 | 404.2174 | 89.3172 | 1110.0925 | 759.5539 | 350.5386 |
Avg Daily Profit (%) | 0.4738 | 0.388 | 0.0857 | 0.2396 | 0.2067 | 0.1446 |
Buy And Hold Return (%) | 122.7545 | 122.7545 | 122.7545 | 122.7545 | 122.7545 | 122.7545 |
Max Trade Drawdown | -55637 | -46667 | -36799 | -760896 | -521422 | -440335 |
Profit Factor | 2.6238 | 3.7364 | 1.5717 | 1.4427 | 1.6163 | 1.275 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 38.8889 | 37.7778 | 40 | 38.8889 | 37.7778 | 40 |
Ratio Avg Win / Avg Loss | 4.1231 | 6.1541 | 2.3576 | 2.2672 | 2.6622 | 1.9124 |
Largest Winning Trade | 293242 | 293242 | 30405 | 520361 | 520361 | 332334 |
Largest Losing Trade | -19908 | -19908 | -19449 | -309310 | -170688 | -309310 |
Avg Bars in Trades | 269 | 255 | 283 | 269 | 255 | 283 |
Avg Bars in Winners | 486 | 446 | 524 | 486 | 446 | 524 |
Avg Bars in Losers | 131 | 140 | 122 | 131 | 140 | 122 |
Bars Traded | 24273 | 11515 | 12758 | 24273 | 11515 | 12758 |
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 | 312493 | 308117 | -245226 | 229068 | 213349 | -6013 |
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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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