Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528345.5432 | 448829.8128 | 79515.7303 | 2680614.0273 | 3119046.2469 | -438432.2197 |
Total P&L (%) | 528.3455 | 448.8298 | 79.5157 | 2680.614 | 3119.0462 | -438.4322 |
Avg Daily Profit (%) | 0.5072 | 0.4309 | 0.0763 | 0.3197 | 0.3338 | 0 |
Buy And Hold Return (%) | 381.1273 | 381.1273 | 381.1273 | 381.1273 | 381.1273 | 381.1273 |
Max Trade Drawdown | -60503 | -46079 | -34834 | -2084558 | -1734332 | -1187620 |
Profit Factor | 2.1151 | 2.7583 | 1.3638 | 1.3456 | 1.6683 | 0.8581 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 104 | 56 | 48 | 104 | 56 | 48 |
Profitability (%) | 42.8571 | 38.4615 | 47.2527 | 42.8571 | 38.4615 | 47.2527 |
Ratio Avg Win / Avg Loss | 2.8201 | 4.4133 | 1.5224 | 1.7941 | 2.6693 | 0.9579 |
Largest Winning Trade | 145146 | 145146 | 36793 | 2250106 | 2250106 | 896398 |
Largest Losing Trade | -17630 | -12586 | -17630 | -644258 | -431831 | -644258 |
Avg Bars in Trades | 133 | 109 | 157 | 133 | 109 | 157 |
Avg Bars in Winners | 188 | 143 | 225 | 188 | 143 | 225 |
Avg Bars in Losers | 92 | 87 | 97 | 92 | 87 | 97 |
Bars Traded | 24292 | 9951 | 14341 | 24292 | 9951 | 14341 |
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 | -32743 | -100453 | -256598 | 313555 | 271565 | -582157 |
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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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