Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 802133.0127 | 740292.1891 | 61840.8236 | 5427355.9707 | 5544124.5844 | -116768.6137 |
Total P&L (%) | 802.133 | 740.2922 | 61.8408 | 5427.356 | 5544.1246 | -116.7686 |
Avg Daily Profit (%) | 0.321 | 0.2962 | 0.0247 | 0.1607 | 0.1615 | 0 |
Buy And Hold Return (%) | 1954.175 | 1954.175 | 1954.175 | 1954.175 | 1954.175 | 1954.175 |
Max Trade Drawdown | -100516 | -129349 | -151889 | -2412808 | -906777 | -2102758 |
Profit Factor | 1.9323 | 2.9166 | 1.1304 | 1.5778 | 2.4797 | 0.9793 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Losing Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Profitability (%) | 52 | 52.8736 | 51.1364 | 52 | 52.8736 | 51.1364 |
Ratio Avg Win / Avg Loss | 1.7837 | 2.5995 | 1.0802 | 1.4564 | 2.2102 | 0.9358 |
Largest Winning Trade | 136605 | 136605 | 49282 | 1567602 | 1567602 | 947376 |
Largest Losing Trade | -65763 | -26556 | -65763 | -2009511 | -670290 | -2009511 |
Avg Bars in Trades | 83 | 84 | 82 | 83 | 84 | 82 |
Avg Bars in Winners | 107 | 104 | 110 | 107 | 104 | 110 |
Avg Bars in Losers | 58 | 62 | 54 | 58 | 62 | 54 |
Bars Traded | 14662 | 7359 | 7303 | 14662 | 7359 | 7303 |
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 | -151860 | -151297 | -402806 | 264586 | 332273 | -580949 |
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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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