Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679428.3863 | 676743.165 | 2685.2213 | 324053.7719 | 567127.1516 | -243073.3798 |
Total P&L (%) | 679.4284 | 676.7432 | 2.6852 | 324.0538 | 567.1272 | -243.0734 |
Avg Daily Profit (%) | 0.3734 | 0.3719 | 0.0015 | 0.0794 | 0.1043 | 0 |
Buy And Hold Return (%) | 267.0219 | 267.0219 | 267.0219 | 267.0219 | 267.0219 | 267.0219 |
Max Trade Drawdown | -105116 | -96417 | -94332 | -751818 | -508328 | -531373 |
Profit Factor | 1.6848 | 2.2652 | 1.0059 | 1.0705 | 1.227 | 0.8843 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 83 | 37 | 46 | 83 | 37 | 46 |
Losing Trades | 80 | 45 | 35 | 80 | 45 | 35 |
Profitability (%) | 50.9202 | 45.122 | 56.7901 | 50.9202 | 45.122 | 56.7901 |
Ratio Avg Win / Avg Loss | 1.6239 | 2.7549 | 0.7653 | 1.0318 | 1.4923 | 0.6728 |
Largest Winning Trade | 351733 | 351733 | 64193 | 574219 | 574219 | 228048 |
Largest Losing Trade | -42272 | -42272 | -39590 | -331173 | -287538 | -331173 |
Avg Bars in Trades | 65 | 63 | 67 | 65 | 63 | 67 |
Avg Bars in Winners | 75 | 76 | 74 | 75 | 76 | 74 |
Avg Bars in Losers | 55 | 52 | 59 | 55 | 52 | 59 |
Bars Traded | 10705 | 5209 | 5496 | 10705 | 5209 | 5496 |
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 | 366075 | 141797 | -583428 | -328290 | -66038 | -591855 |
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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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