Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 974661.0878 | 1057160.6079 | -82499.52 | 109181.8839 | 4470498.7056 | -4361316.8217 |
Total P&L (%) | 974.6611 | 1057.1606 | -82.4995 | 109.1819 | 4470.4987 | -4361.3168 |
Avg Daily Profit (%) | 0.4381 | 0.4752 | -0.0371 | 0.0332 | 0.172 | 0 |
Buy And Hold Return (%) | 917.831 | 917.831 | 917.831 | 917.831 | 917.831 | 917.831 |
Max Trade Drawdown | -181898 | -99398 | -197312 | -7850834 | -3658401 | -4798673 |
Profit Factor | 1.6687 | 2.5126 | 0.8912 | 1.0063 | 1.5605 | 0.5406 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 175 | 89 | 86 | 175 | 89 | 86 |
Losing Trades | 187 | 92 | 95 | 187 | 92 | 95 |
Profitability (%) | 48.3425 | 49.1713 | 47.5138 | 48.3425 | 49.1713 | 47.5138 |
Ratio Avg Win / Avg Loss | 1.7832 | 2.5973 | 0.9845 | 1.0753 | 1.6131 | 0.5972 |
Largest Winning Trade | 739166 | 739166 | 46582 | 6857585 | 6857585 | 746844 |
Largest Losing Trade | -38184 | -38184 | -37070 | -2871172 | -1719292 | -2871172 |
Avg Bars in Trades | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Winners | 30 | 27 | 33 | 30 | 27 | 33 |
Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
Bars Traded | 8726 | 4172 | 4554 | 8726 | 4172 | 4554 |
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 | -131754 | -103023 | -581074 | -526471 | 341446 | -581074 |
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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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