Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850360.3785 | 796479.063 | 53881.3155 | 906307.1318 | 5042964.1222 | -4136656.9904 |
Total P&L (%) | 850.3604 | 796.4791 | 53.8813 | 906.3071 | 5042.9641 | -4136.657 |
Avg Daily Profit (%) | 0.4082 | 0.3823 | 0.0259 | 0.1109 | 0.1893 | 0 |
Buy And Hold Return (%) | 121.5743 | 121.5743 | 121.5743 | 121.5743 | 121.5743 | 121.5743 |
Max Trade Drawdown | -146429 | -114938 | -110044 | -7795341 | -3858430 | -5839945 |
Profit Factor | 1.7897 | 2.5094 | 1.0981 | 1.0347 | 1.4025 | 0.6954 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 96 | 41 | 55 | 96 | 41 | 55 |
Losing Trades | 126 | 70 | 56 | 126 | 70 | 56 |
Profitability (%) | 43.2432 | 36.9369 | 49.5496 | 43.2432 | 36.9369 | 49.5496 |
Ratio Avg Win / Avg Loss | 2.349 | 4.2844 | 1.1181 | 1.3581 | 2.3945 | 0.7081 |
Largest Winning Trade | 285524 | 285524 | 66679 | 5420790 | 5420790 | 1260411 |
Largest Losing Trade | -51701 | -30758 | -51701 | -2539561 | -1170649 | -2539561 |
Avg Bars in Trades | 111 | 104 | 118 | 111 | 104 | 118 |
Avg Bars in Winners | 182 | 197 | 170 | 182 | 197 | 170 |
Avg Bars in Losers | 57 | 49 | 66 | 57 | 49 | 66 |
Bars Traded | 24692 | 11569 | 13123 | 24692 | 11569 | 13123 |
Profit Streak | 0 | 0 | 22.471 | 0 | 0 | 22.471 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422714 | 314685 | -436574 | -228351 | 159434 | -580664 |
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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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