Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619425.9248 | 471414.8966 | 148011.0283 | 4621403.1476 | 6479572.6215 | -1858169.4739 |
Total P&L (%) | 619.4259 | 471.4149 | 148.011 | 4621.4031 | 6479.5726 | -1858.1695 |
Avg Daily Profit (%) | 0.3626 | 0.276 | 0.0866 | 0.2259 | 0.2454 | 0 |
Buy And Hold Return (%) | 96.4721 | 96.4721 | 96.4721 | 96.4721 | 96.4721 | 96.4721 |
Max Trade Drawdown | -91422 | -53343 | -66622 | -12463403 | -6646908 | -7461474 |
Profit Factor | 1.8256 | 2.2822 | 1.3869 | 1.0754 | 1.212 | 0.9396 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Profitability (%) | 45.5446 | 44.5545 | 46.5347 | 45.5446 | 44.5545 | 46.5347 |
Ratio Avg Win / Avg Loss | 2.1828 | 2.8401 | 1.5934 | 1.2858 | 1.5082 | 1.0795 |
Largest Winning Trade | 104540 | 104540 | 58073 | 5178428 | 5178428 | 2113971 |
Largest Losing Trade | -38997 | -30606 | -38997 | -3285211 | -3285211 | -3265578 |
Avg Bars in Trades | 49 | 46 | 52 | 49 | 46 | 52 |
Avg Bars in Winners | 57 | 51 | 63 | 57 | 51 | 63 |
Avg Bars in Losers | 43 | 42 | 43 | 43 | 42 | 43 |
Bars Traded | 10056 | 4712 | 5344 | 10056 | 4712 | 5344 |
Profit Streak | 0 | 47.4578 | 0 | 0 | 47.4578 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425875 | 336172 | -87185 | -130048 | 260633 | -580743 |
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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) |
---|