Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857887.9763 | 784557.2189 | 73330.7574 | 4847655.407 | 8644465.8224 | -3796810.4154 |
Total P&L (%) | 857.888 | 784.5572 | 73.3308 | 4847.6554 | 8644.4658 | -3796.8104 |
Avg Daily Profit (%) | 0.3431 | 0.3137 | 0.0293 | 0.1561 | 0.1789 | 0 |
Buy And Hold Return (%) | 769.4547 | 769.4547 | 769.4547 | 769.4547 | 769.4547 | 769.4547 |
Max Trade Drawdown | -79277 | -63263 | -95177 | -5422608 | -3358785 | -5869344 |
Profit Factor | 2.2192 | 3.242 | 1.2073 | 1.2381 | 1.907 | 0.6493 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Profitability (%) | 40 | 41.1111 | 38.8889 | 40 | 41.1111 | 38.8889 |
Ratio Avg Win / Avg Loss | 3.3288 | 4.6439 | 1.8972 | 1.8572 | 2.7317 | 1.0203 |
Largest Winning Trade | 346739 | 346739 | 47254 | 7221444 | 7221444 | 817284 |
Largest Losing Trade | -51448 | -24069 | -51448 | -2358180 | -1318356 | -2358180 |
Avg Bars in Trades | 53 | 60 | 47 | 53 | 60 | 47 |
Avg Bars in Winners | 82 | 89 | 75 | 82 | 89 | 75 |
Avg Bars in Losers | 34 | 39 | 29 | 34 | 39 | 29 |
Bars Traded | 9716 | 5420 | 4296 | 9716 | 5420 | 4296 |
Profit Streak | 0 | 93.6366 | 0 | 0 | 93.6366 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119484 | -147275 | -323491 | 182413 | 312022 | -583746 |
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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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