Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 990495.67 | 933596.0987 | 56899.5713 | 1202162.5327 | 3823452.9923 | -2621290.4596 |
Total P&L (%) | 990.4957 | 933.5961 | 56.8996 | 1202.1625 | 3823.453 | -2621.2905 |
Avg Daily Profit (%) | 0.4756 | 0.4483 | 0.0273 | 0.1233 | 0.1764 | 0 |
Buy And Hold Return (%) | 84.7195 | 84.7195 | 84.7195 | 84.7195 | 84.7195 | 84.7195 |
Max Trade Drawdown | -196604 | -139773 | -89226 | -11339125 | -8130044 | -5409372 |
Profit Factor | 1.8477 | 2.5407 | 1.1012 | 1.0218 | 1.1288 | 0.8974 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 91 | 41 | 50 | 91 | 41 | 50 |
Losing Trades | 141 | 75 | 66 | 141 | 75 | 66 |
Profitability (%) | 39.2241 | 35.3448 | 43.1034 | 39.2241 | 35.3448 | 43.1034 |
Ratio Avg Win / Avg Loss | 2.8629 | 4.6475 | 1.4535 | 1.5832 | 2.0649 | 1.1846 |
Largest Winning Trade | 468789 | 468789 | 83341 | 6797217 | 6797217 | 3908039 |
Largest Losing Trade | -39524 | -39524 | -30875 | -1649192 | -1649192 | -1344616 |
Avg Bars in Trades | 105 | 95 | 115 | 105 | 95 | 115 |
Avg Bars in Winners | 178 | 170 | 184 | 178 | 170 | 184 |
Avg Bars in Losers | 58 | 54 | 63 | 58 | 54 | 63 |
Bars Traded | 24463 | 11054 | 13409 | 24463 | 11054 | 13409 |
Profit Streak | 15.8106 | 29.8106 | 0 | 15.8106 | 29.8106 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414099 | 345552 | -434329 | -225832 | -75274 | -582039 |
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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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