Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793796.8679 | 738417.1659 | 55379.702 | 899626.7062 | 679638.0209 | 219988.6853 |
Total P&L (%) | 793.7969 | 738.4172 | 55.3797 | 899.6267 | 679.638 | 219.9887 |
Avg Daily Profit (%) | 0.4287 | 0.3988 | 0.0299 | 0.1244 | 0.111 | 0.0628 |
Buy And Hold Return (%) | 82.6448 | 82.6448 | 82.6448 | 82.6448 | 82.6448 | 82.6448 |
Max Trade Drawdown | -80145 | -108496 | -71893 | -582074 | -625497 | -378415 |
Profit Factor | 2.9261 | 4.3025 | 1.2937 | 1.4429 | 1.5669 | 1.2643 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 51.8072 | 52.381 | 51.2195 | 51.8072 | 52.381 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.7219 | 3.9114 | 1.2321 | 1.3423 | 1.4245 | 1.2041 |
Largest Winning Trade | 657479 | 657479 | 48423 | 505594 | 505594 | 241146 |
Largest Losing Trade | -35138 | -35138 | -28874 | -266880 | -266880 | -121858 |
Avg Bars in Trades | 65 | 63 | 66 | 65 | 63 | 66 |
Avg Bars in Winners | 91 | 85 | 98 | 91 | 85 | 98 |
Avg Bars in Losers | 36 | 40 | 32 | 36 | 40 | 32 |
Bars Traded | 5397 | 2683 | 2713 | 5397 | 2683 | 2713 |
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 | 523311 | 625398 | -318467 | -26596 | -42362 | -112379 |
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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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