Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 897639.4446 | 808730.9033 | 88908.5414 | 2604700.1196 | 2140067.8881 | 464632.2315 |
Total P&L (%) | 897.6394 | 808.7309 | 88.9085 | 2604.7001 | 2140.0679 | 464.6322 |
Avg Daily Profit (%) | 0.4879 | 0.4396 | 0.0483 | 0.1794 | 0.1691 | 0.0941 |
Buy And Hold Return (%) | 118.1062 | 118.1062 | 118.1062 | 118.1062 | 118.1062 | 118.1062 |
Max Trade Drawdown | -77453 | -52274 | -73599 | -873050 | -536239 | -694355 |
Profit Factor | 3.2477 | 6.0051 | 1.3739 | 1.8583 | 2.8457 | 1.2478 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Profitability (%) | 33.3333 | 37.7778 | 28.8889 | 33.3333 | 37.7778 | 28.8889 |
Ratio Avg Win / Avg Loss | 6.4954 | 9.8907 | 3.382 | 3.7166 | 4.687 | 3.0714 |
Largest Winning Trade | 634654 | 634654 | 59300 | 1125878 | 1125878 | 1040635 |
Largest Losing Trade | -27235 | -12063 | -27235 | -395782 | -395782 | -384344 |
Avg Bars in Trades | 57 | 56 | 58 | 57 | 56 | 58 |
Avg Bars in Winners | 126 | 108 | 150 | 126 | 108 | 150 |
Avg Bars in Losers | 23 | 25 | 21 | 23 | 25 | 21 |
Bars Traded | 5175 | 2549 | 2626 | 5175 | 2549 | 2626 |
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 | 376759 | 497707 | -305107 | 185299 | 306689 | -81304 |
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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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