Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1038623.1445 | 1012514.5164 | 26108.6281 | 666148.0864 | 2073620.2409 | -1407472.1545 |
Total P&L (%) | 1038.6231 | 1012.5145 | 26.1086 | 666.1481 | 2073.6202 | -1407.4722 |
Avg Daily Profit (%) | 0.4987 | 0.4862 | 0.0125 | 0.0978 | 0.148 | 0 |
Buy And Hold Return (%) | 90.6188 | 90.6188 | 90.6188 | 90.6188 | 90.6188 | 90.6188 |
Max Trade Drawdown | -186445 | -131133 | -154670 | -5707194 | -3762158 | -2832959 |
Profit Factor | 1.9842 | 2.9036 | 1.0499 | 1.0356 | 1.2064 | 0.8376 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 123 | 66 | 57 | 123 | 66 | 57 |
Profitability (%) | 32.4176 | 27.4725 | 37.3626 | 32.4176 | 27.4725 | 37.3626 |
Ratio Avg Win / Avg Loss | 4.1366 | 7.6655 | 1.7601 | 2.159 | 3.1848 | 1.4042 |
Largest Winning Trade | 457385 | 457385 | 83609 | 3718584 | 3718584 | 1276767 |
Largest Losing Trade | -27453 | -27453 | -24318 | -1066768 | -1066768 | -681760 |
Avg Bars in Trades | 134 | 118 | 150 | 134 | 118 | 150 |
Avg Bars in Winners | 288 | 276 | 297 | 288 | 276 | 297 |
Avg Bars in Losers | 60 | 58 | 62 | 60 | 58 | 62 |
Bars Traded | 24492 | 10778 | 13715 | 24492 | 10778 | 13715 |
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 | 305147 | -3200 | -511638 | -248099 | -13716 | -584336 |
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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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