Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 937622.1925 | 925857.7663 | 11764.4262 | 553247.0379 | 883815.7143 | -330568.6764 |
Total P&L (%) | 937.6222 | 925.8578 | 11.7644 | 553.247 | 883.8157 | -330.5687 |
Avg Daily Profit (%) | 0.4215 | 0.4162 | 0.0053 | 0.0844 | 0.1028 | 0 |
Buy And Hold Return (%) | 239.6536 | 239.6536 | 239.6536 | 239.6536 | 239.6536 | 239.6536 |
Max Trade Drawdown | -104704 | -87944 | -153581 | -1852958 | -1670449 | -1436866 |
Profit Factor | 1.9911 | 2.9124 | 1.0255 | 1.0583 | 1.1755 | 0.9258 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Losing Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Profitability (%) | 41.0405 | 42.5287 | 39.5349 | 41.0405 | 42.5287 | 39.5349 |
Ratio Avg Win / Avg Loss | 2.8604 | 3.9357 | 1.5684 | 1.5204 | 1.5885 | 1.4159 |
Largest Winning Trade | 569958 | 569958 | 52556 | 1821472 | 1821472 | 557117 |
Largest Losing Trade | -56220 | -36732 | -56220 | -1253489 | -771280 | -1253489 |
Avg Bars in Trades | 36 | 49 | 24 | 36 | 49 | 24 |
Avg Bars in Winners | 54 | 72 | 33 | 54 | 72 | 33 |
Avg Bars in Losers | 24 | 31 | 18 | 24 | 31 | 18 |
Bars Traded | 6373 | 4273 | 2100 | 6373 | 4273 | 2100 |
Profit Streak | 9.3401 | 16.3401 | 0 | 9.3401 | 16.3401 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342085 | 376256 | -547050 | -241883 | -86796 | -583227 |
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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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