Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745557.2655 | 718153.2625 | 27404.003 | 370481.6289 | 10403.305 | 360078.3239 |
Total P&L (%) | 745.5573 | 718.1533 | 27.404 | 370.4816 | 10.4033 | 360.0783 |
Avg Daily Profit (%) | 0.4034 | 0.3885 | 0.0148 | 0.0838 | 0.0054 | 0.0826 |
Buy And Hold Return (%) | 93.4539 | 93.4539 | 93.4539 | 93.4539 | 93.4539 | 93.4539 |
Max Trade Drawdown | -260933 | -81608 | -205236 | -3922746 | -2503313 | -2064653 |
Profit Factor | 1.9768 | 3.6166 | 1.0561 | 1.0349 | 1.0022 | 1.0615 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 52.3256 | 55.814 | 48.8372 | 52.3256 | 55.814 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.8011 | 2.8631 | 1.1064 | 0.9429 | 0.7934 | 1.1121 |
Largest Winning Trade | 296624 | 296624 | 73022 | 1351577 | 1087621 | 1351577 |
Largest Losing Trade | -62508 | -46739 | -62508 | -1726597 | -1726597 | -1552239 |
Avg Bars in Trades | 61 | 65 | 57 | 61 | 65 | 57 |
Avg Bars in Winners | 73 | 69 | 78 | 73 | 69 | 78 |
Avg Bars in Losers | 48 | 60 | 37 | 48 | 60 | 37 |
Bars Traded | 5292 | 2822 | 2470 | 5292 | 2822 | 2470 |
Profit Streak | 45.1835 | 45.1835 | 148.8501 | 45.1835 | 45.1835 | 148.8501 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541814 | 640443 | -497107 | -265618 | -569879 | -237303 |
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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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