Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1812580.6015 | 1884205.087 | -71624.4855 | -41881.8079 | 714054.5218 | -755936.3297 |
Total P&L (%) | 1812.5806 | 1884.2051 | -71.6245 | -41.8818 | 714.0545 | -755.9363 |
Avg Daily Profit (%) | 0.9786 | 1.0173 | -0.0387 | -0.0293 | 0.1133 | 0 |
Buy And Hold Return (%) | 69.06 | 69.06 | 69.06 | 69.06 | 69.06 | 69.06 |
Max Trade Drawdown | -173639 | -156205 | -87546 | -1721555 | -1102124 | -839219 |
Profit Factor | 2.5119 | 3.3104 | 0.8131 | 0.992 | 1.1962 | 0.5326 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Profitability (%) | 38.191 | 38.3838 | 38 | 38.191 | 38.3838 | 38 |
Ratio Avg Win / Avg Loss | 4.0654 | 5.314 | 1.3267 | 1.6055 | 1.9202 | 0.869 |
Largest Winning Trade | 1868807 | 1868807 | 30276 | 1625775 | 1625775 | 80317 |
Largest Losing Trade | -48060 | -48060 | -23041 | -488782 | -488782 | -217071 |
Avg Bars in Trades | 109 | 184 | 35 | 109 | 184 | 35 |
Avg Bars in Winners | 149 | 253 | 45 | 149 | 253 | 45 |
Avg Bars in Losers | 85 | 141 | 29 | 85 | 141 | 29 |
Bars Traded | 21837 | 18275 | 3561 | 21837 | 18275 | 3561 |
Profit Streak | 8.3159 | 0 | 57.8159 | 8.3159 | 0 | 57.8159 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 548316 | 535533 | -582667 | -580878 | -49790 | -584334 |
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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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