Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 914802.4124 | 778102.1072 | 136700.3052 | 3324015.5728 | 821019.9082 | 2502995.6646 |
Total P&L (%) | 914.8024 | 778.1021 | 136.7003 | 3324.0156 | 821.0199 | 2502.9957 |
Avg Daily Profit (%) | 0.4391 | 0.3735 | 0.0656 | 0.1697 | 0.1066 | 0.1566 |
Buy And Hold Return (%) | 48.103 | 48.103 | 48.103 | 48.103 | 48.103 | 48.103 |
Max Trade Drawdown | -87936 | -56052 | -130562 | -3285371 | -1710794 | -2109408 |
Profit Factor | 2.4119 | 3.3756 | 1.4267 | 1.2802 | 1.1306 | 1.4489 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 42.7273 | 40 | 45.4545 | 42.7273 | 40 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.233 | 5.0634 | 1.712 | 1.716 | 1.6959 | 1.7387 |
Largest Winning Trade | 321307 | 321307 | 53171 | 1660990 | 1500193 | 1660990 |
Largest Losing Trade | -46010 | -27206 | -46010 | -1597142 | -919583 | -1597142 |
Avg Bars in Trades | 222 | 191 | 252 | 222 | 191 | 252 |
Avg Bars in Winners | 345 | 297 | 387 | 345 | 297 | 387 |
Avg Bars in Losers | 130 | 121 | 140 | 130 | 121 | 140 |
Bars Traded | 24444 | 10554 | 13890 | 24444 | 10554 | 13890 |
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 | 437061 | -167968 | -288423 | 227424 | -309911 | -172051 |
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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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