Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 664380.0475 | 632409.3459 | 31970.7016 | 712782.457 | 1186369.788 | -473587.331 |
Total P&L (%) | 664.38 | 632.4093 | 31.9707 | 712.7825 | 1186.3698 | -473.5873 |
Avg Daily Profit (%) | 0.3677 | 0.35 | 0.0177 | 0.116 | 0.1415 | 0 |
Buy And Hold Return (%) | 221.3613 | 221.3613 | 221.3613 | 221.3613 | 221.3613 | 221.3613 |
Max Trade Drawdown | -115869 | -89711 | -52537 | -2547626 | -1948302 | -1047916 |
Profit Factor | 2.1374 | 3.1348 | 1.1111 | 1.1232 | 1.3993 | 0.8316 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 46.0674 | 45.4545 | 46.6667 | 46.0674 | 45.4545 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.5023 | 3.7617 | 1.2698 | 1.315 | 1.6791 | 0.9504 |
Largest Winning Trade | 291244 | 291244 | 71167 | 1471220 | 1471220 | 508413 |
Largest Losing Trade | -33663 | -33663 | -25588 | -909424 | -909424 | -475154 |
Avg Bars in Trades | 39 | 34 | 43 | 39 | 34 | 43 |
Avg Bars in Winners | 53 | 53 | 54 | 53 | 53 | 54 |
Avg Bars in Losers | 26 | 19 | 33 | 26 | 19 | 33 |
Bars Traded | 3477 | 1532 | 1945 | 3477 | 1532 | 1945 |
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 | 328842 | 373040 | -434591 | -126863 | -4775 | -582008 |
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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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