Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1174496.6258 | 1111459.8672 | 63036.7586 | 687236.9282 | 945414.7416 | -258177.8133 |
Total P&L (%) | 1174.4966 | 1111.4599 | 63.0368 | 687.2369 | 945.4147 | -258.1778 |
Avg Daily Profit (%) | 0.6356 | 0.6015 | 0.0341 | 0.1117 | 0.1271 | 0 |
Buy And Hold Return (%) | 77.5701 | 77.5701 | 77.5701 | 77.5701 | 77.5701 | 77.5701 |
Max Trade Drawdown | -120653 | -86984 | -105668 | -1611269 | -1103453 | -1482389 |
Profit Factor | 2.7642 | 4.7916 | 1.1692 | 1.0952 | 1.2985 | 0.9363 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 45.9459 | 45.1613 | 46.7391 | 45.9459 | 45.1613 | 46.7391 |
Ratio Avg Win / Avg Loss | 3.2521 | 5.8183 | 1.3323 | 1.2885 | 1.5767 | 1.0669 |
Largest Winning Trade | 1069657 | 1069657 | 60785 | 957592 | 957592 | 454827 |
Largest Losing Trade | -29828 | -19842 | -29828 | -299844 | -253226 | -299844 |
Avg Bars in Trades | 37 | 24 | 51 | 37 | 24 | 51 |
Avg Bars in Winners | 55 | 31 | 78 | 55 | 31 | 78 |
Avg Bars in Losers | 23 | 19 | 27 | 23 | 19 | 27 |
Bars Traded | 7023 | 2294 | 4729 | 7023 | 2294 | 4729 |
Profit Streak | 0 | 0 | 31.8799 | 0 | 0 | 31.8799 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 591421 | 619267 | -348552 | -159810 | -23647 | -580147 |
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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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