Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 873482.5099 | 799303.8624 | 74178.6474 | 1129822.3503 | 722509.3716 | 407312.9787 |
Total P&L (%) | 873.4825 | 799.3039 | 74.1786 | 1129.8224 | 722.5094 | 407.313 |
Avg Daily Profit (%) | 0.3491 | 0.3194 | 0.0296 | 0.1003 | 0.0842 | 0.0649 |
Buy And Hold Return (%) | 246.8542 | 246.8542 | 246.8542 | 246.8542 | 246.8542 | 246.8542 |
Max Trade Drawdown | -131716 | -93704 | -76963 | -329483 | -279549 | -118017 |
Profit Factor | 2.4948 | 3.6342 | 1.2641 | 1.9889 | 2.0634 | 1.8797 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 59.3407 | 57.7778 | 60.8696 | 59.3407 | 57.7778 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.7094 | 2.6557 | 0.8126 | 1.3628 | 1.5079 | 1.2084 |
Largest Winning Trade | 434988 | 434988 | 45187 | 431821 | 431821 | 187690 |
Largest Losing Trade | -69180 | -53124 | -69180 | -163917 | -163917 | -118017 |
Avg Bars in Trades | 158 | 203 | 113 | 158 | 203 | 113 |
Avg Bars in Winners | 139 | 161 | 119 | 139 | 161 | 119 |
Avg Bars in Losers | 185 | 261 | 105 | 185 | 261 | 105 |
Bars Traded | 14397 | 9163 | 5234 | 14397 | 9163 | 5234 |
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 | 463974 | 504951 | -319378 | -56197 | -78242 | -111530 |
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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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