Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781787.6729 | 893629.3672 | -111841.6943 | -81817.2579 | 340471.2034 | -422288.4613 |
Total P&L (%) | 781.7877 | 893.6294 | -111.8417 | -81.8173 | 340.4712 | -422.2885 |
Avg Daily Profit (%) | 0.3753 | 0.4289 | -0.0537 | -0.0818 | 0.0712 | 0 |
Buy And Hold Return (%) | 97.1171 | 97.1171 | 97.1171 | 97.1171 | 97.1171 | 97.1171 |
Max Trade Drawdown | -281091 | -190269 | -110313 | -1595723 | -1215852 | -420071 |
Profit Factor | 1.8376 | 2.2577 | 0.4983 | 0.9743 | 1.1382 | 0.4178 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Profitability (%) | 38.6243 | 38.2979 | 38.9474 | 38.6243 | 38.2979 | 38.9474 |
Ratio Avg Win / Avg Loss | 2.92 | 3.6375 | 0.781 | 1.5483 | 1.8338 | 0.6549 |
Largest Winning Trade | 778673 | 778673 | 11568 | 1430144 | 1430144 | 54609 |
Largest Losing Trade | -40708 | -40708 | -20932 | -502429 | -502429 | -214225 |
Avg Bars in Trades | 129 | 247 | 12 | 129 | 247 | 12 |
Avg Bars in Winners | 192 | 374 | 15 | 192 | 374 | 15 |
Avg Bars in Losers | 89 | 168 | 10 | 89 | 168 | 10 |
Bars Traded | 24454 | 23251 | 1203 | 24454 | 23251 | 1203 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345175 | 339770 | -585099 | -581434 | -172756 | -585099 |
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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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