Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706699.9461 | 604212.8212 | 102487.1249 | 891197.2582 | 271264.4022 | 619932.8559 |
Total P&L (%) | 706.6999 | 604.2128 | 102.4871 | 891.1973 | 271.2644 | 619.9329 |
Avg Daily Profit (%) | 0.3816 | 0.3262 | 0.0553 | 0.1239 | 0.0708 | 0.1066 |
Buy And Hold Return (%) | 10.2173 | 10.2173 | 10.2173 | 10.2173 | 10.2173 | 10.2173 |
Max Trade Drawdown | -88527 | -83205 | -83572 | -1999530 | -1992100 | -1396293 |
Profit Factor | 1.8918 | 2.6103 | 1.2457 | 1.0682 | 1.0426 | 1.0926 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
Profitability (%) | 38.0682 | 35.2273 | 40.9091 | 38.0682 | 35.2273 | 40.9091 |
Ratio Avg Win / Avg Loss | 3.0777 | 4.7995 | 1.7993 | 1.7379 | 1.917 | 1.5782 |
Largest Winning Trade | 400723 | 400723 | 41963 | 1098883 | 1098883 | 841283 |
Largest Losing Trade | -29507 | -22664 | -29507 | -677832 | -677832 | -612227 |
Avg Bars in Trades | 62 | 54 | 70 | 62 | 54 | 70 |
Avg Bars in Winners | 108 | 95 | 119 | 108 | 95 | 119 |
Avg Bars in Losers | 33 | 32 | 35 | 33 | 32 | 35 |
Bars Traded | 10983 | 4818 | 6165 | 10983 | 4818 | 6165 |
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 | 340653 | 289102 | -122019 | -175257 | -276987 | -171586 |
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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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