Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389804.3572 | 373898.1214 | 15906.2358 | 134727.0582 | 109164.0532 | 25563.005 |
Total P&L (%) | 389.8044 | 373.8981 | 15.9062 | 134.7271 | 109.1641 | 25.563 |
Avg Daily Profit (%) | 0.7484 | 0.7179 | 0.0305 | 0.164 | 0.1418 | 0.0437 |
Buy And Hold Return (%) | 67.2076 | 67.2076 | 67.2076 | 67.2076 | 67.2076 | 67.2076 |
Max Trade Drawdown | -72353 | -59991 | -41390 | -242267 | -226577 | -112279 |
Profit Factor | 2.2545 | 2.6047 | 1.2046 | 1.1929 | 1.2008 | 1.165 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 42.1687 | 36.5854 | 47.619 | 42.1687 | 36.5854 | 47.619 |
Ratio Avg Win / Avg Loss | 3.0919 | 4.5148 | 1.3251 | 1.6359 | 2.0814 | 1.2815 |
Largest Winning Trade | 403322 | 403322 | 17421 | 302391 | 302391 | 53187 |
Largest Losing Trade | -29874 | -29874 | -12399 | -99735 | -99735 | -21147 |
Avg Bars in Trades | 273 | 499 | 52 | 273 | 499 | 52 |
Avg Bars in Winners | 314 | 646 | 64 | 314 | 646 | 64 |
Avg Bars in Losers | 244 | 415 | 42 | 244 | 415 | 42 |
Bars Traded | 22724 | 20499 | 2225 | 22724 | 20499 | 2225 |
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 | 392685 | 371051 | -319814 | -11703 | -18311 | -340742 |
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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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