Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810767.395 | 701791.4044 | 108975.9906 | 5200501.329 | 2486696.8849 | 2713804.4441 |
Total P&L (%) | 810.7674 | 701.7914 | 108.976 | 5200.5013 | 2486.6969 | 2713.8044 |
Avg Daily Profit (%) | 0.4326 | 0.3744 | 0.0581 | 0.2121 | 0.1737 | 0.1782 |
Buy And Hold Return (%) | 435.7716 | 435.7716 | 435.7716 | 435.7716 | 435.7716 | 435.7716 |
Max Trade Drawdown | -99780 | -64291 | -150044 | -3450372 | -2785613 | -2290199 |
Profit Factor | 1.9045 | 2.7817 | 1.2169 | 1.3862 | 1.3623 | 1.4109 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 94 | 51 | 43 | 94 | 51 | 43 |
Profitability (%) | 48.3516 | 43.956 | 52.7473 | 48.3516 | 43.956 | 52.7473 |
Ratio Avg Win / Avg Loss | 2.0344 | 3.5467 | 1.0901 | 1.4807 | 1.737 | 1.264 |
Largest Winning Trade | 161379 | 161379 | 56727 | 2109204 | 2004208 | 2109204 |
Largest Losing Trade | -47585 | -24757 | -47585 | -1796463 | -898141 | -1796463 |
Avg Bars in Trades | 121 | 97 | 145 | 121 | 97 | 145 |
Avg Bars in Winners | 177 | 126 | 219 | 177 | 126 | 219 |
Avg Bars in Losers | 69 | 74 | 63 | 69 | 74 | 63 |
Bars Traded | 22130 | 8857 | 13273 | 22130 | 8857 | 13273 |
Profit Streak | 23.9809 | 37.7309 | 0 | 23.9809 | 37.7309 | 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 | 240468 | 116462 | -281441 | 345891 | 230761 | 293161 |
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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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