Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1043353.9861 | 889540.3178 | 153813.6683 | 12262690.6867 | 9640747.5655 | 2621943.1212 |
Total P&L (%) | 1043.354 | 889.5403 | 153.8137 | 12262.6907 | 9640.7476 | 2621.9431 |
Avg Daily Profit (%) | 0.5769 | 0.4918 | 0.085 | 0.2667 | 0.2535 | 0.1828 |
Buy And Hold Return (%) | 190.9589 | 190.9589 | 190.9589 | 190.9589 | 190.9589 | 190.9589 |
Max Trade Drawdown | -87789 | -37580 | -62144 | -5805944 | -5089854 | -3553341 |
Profit Factor | 4.0153 | 6.6646 | 1.8139 | 1.6378 | 2.0593 | 1.2589 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 33.7079 | 31.8182 | 35.5556 | 33.7079 | 31.8182 | 35.5556 |
Ratio Avg Win / Avg Loss | 7.8967 | 14.2813 | 3.2877 | 3.2209 | 4.4127 | 2.2818 |
Largest Winning Trade | 389086 | 389086 | 72050 | 7835599 | 7835599 | 5341042 |
Largest Losing Trade | -37580 | -37580 | -32373 | -1594952 | -1549032 | -1594952 |
Avg Bars in Trades | 58 | 51 | 64 | 58 | 51 | 64 |
Avg Bars in Winners | 142 | 134 | 149 | 142 | 134 | 149 |
Avg Bars in Losers | 15 | 13 | 17 | 15 | 13 | 17 |
Bars Traded | 5184 | 2278 | 2906 | 5184 | 2278 | 2906 |
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 | 403530 | 374791 | -247304 | 201985 | 194300 | 118212 |
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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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