Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 891778.709 | 871231.8231 | 20546.8859 | 196912.4802 | 419508.2034 | -222595.7232 |
Total P&L (%) | 891.7787 | 871.2318 | 20.5469 | 196.9125 | 419.5082 | -222.5957 |
Avg Daily Profit (%) | 0.4281 | 0.4182 | 0.0099 | 0.0523 | 0.0791 | 0 |
Buy And Hold Return (%) | 81.3743 | 81.3743 | 81.3743 | 81.3743 | 81.3743 | 81.3743 |
Max Trade Drawdown | -174579 | -166588 | -209933 | -1229357 | -770261 | -651345 |
Profit Factor | 1.7093 | 2.3148 | 1.0346 | 1.0484 | 1.1822 | 0.8737 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 44.6154 | 42.8571 | 46.3918 | 44.6154 | 42.8571 | 46.3918 |
Ratio Avg Win / Avg Loss | 2.1218 | 3.0864 | 1.1955 | 1.3015 | 1.5763 | 1.0096 |
Largest Winning Trade | 512608 | 512608 | 36634 | 858538 | 858538 | 245735 |
Largest Losing Trade | -61014 | -61014 | -39515 | -611371 | -611371 | -304994 |
Avg Bars in Trades | 126 | 133 | 119 | 126 | 133 | 119 |
Avg Bars in Winners | 173 | 186 | 162 | 173 | 186 | 162 |
Avg Bars in Losers | 88 | 93 | 82 | 88 | 93 | 82 |
Bars Traded | 24650 | 13056 | 11594 | 24650 | 13056 | 11594 |
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 | 437508 | 404630 | -529653 | -295542 | -110606 | -580809 |
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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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