Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780761.9407 | 689098.8166 | 91663.1242 | 754186.8843 | 664852.8432 | 89334.0412 |
Total P&L (%) | 780.7619 | 689.0988 | 91.6631 | 754.1869 | 664.8528 | 89.334 |
Avg Daily Profit (%) | 0.4154 | 0.3666 | 0.0488 | 0.1142 | 0.1083 | 0.034 |
Buy And Hold Return (%) | 114.5125 | 114.5125 | 114.5125 | 114.5125 | 114.5125 | 114.5125 |
Max Trade Drawdown | -248040 | -140864 | -160391 | -798181 | -512623 | -341293 |
Profit Factor | 2.2604 | 3.2672 | 1.2905 | 1.6174 | 2.0603 | 1.1503 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 48.1928 | 48.7805 | 47.619 | 48.1928 | 48.7805 | 47.619 |
Ratio Avg Win / Avg Loss | 2.43 | 3.4306 | 1.4196 | 1.7387 | 2.1633 | 1.2653 |
Largest Winning Trade | 322202 | 322202 | 46102 | 364555 | 364555 | 136993 |
Largest Losing Trade | -48372 | -48372 | -46814 | -364358 | -364358 | -155108 |
Avg Bars in Trades | 63 | 77 | 48 | 63 | 77 | 48 |
Avg Bars in Winners | 76 | 78 | 74 | 76 | 78 | 74 |
Avg Bars in Losers | 50 | 77 | 25 | 50 | 77 | 25 |
Bars Traded | 5240 | 3190 | 2050 | 5240 | 3190 | 2050 |
Profit Streak | 105.7261 | 105.7261 | 171.7261 | 105.7261 | 105.7261 | 171.7261 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483636 | 546314 | -293064 | -37989 | -44751 | -368066 |
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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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