Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1010442.9929 | 928084.7216 | 82358.2713 | 1443023.0751 | 1632331.3861 | -189308.311 |
Total P&L (%) | 1010.443 | 928.0847 | 82.3583 | 1443.0231 | 1632.3314 | -189.3083 |
Avg Daily Profit (%) | 0.4851 | 0.4455 | 0.0395 | 0.1314 | 0.137 | 0 |
Buy And Hold Return (%) | 61.4286 | 61.4286 | 61.4286 | 61.4286 | 61.4286 | 61.4286 |
Max Trade Drawdown | -195751 | -140877 | -187488 | -12364169 | -9179806 | -3804849 |
Profit Factor | 1.9114 | 2.6889 | 1.1473 | 1.0574 | 1.1076 | 0.981 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 68 | 28 | 40 | 68 | 28 | 40 |
Losing Trades | 123 | 67 | 56 | 123 | 67 | 56 |
Profitability (%) | 35.6021 | 29.4737 | 41.6667 | 35.6021 | 29.4737 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.4573 | 6.4342 | 1.6062 | 1.9127 | 2.6502 | 1.3734 |
Largest Winning Trade | 464626 | 464626 | 59613 | 8337745 | 8337745 | 1401833 |
Largest Losing Trade | -41932 | -22336 | -41932 | -2217549 | -2217549 | -1170700 |
Avg Bars in Trades | 129 | 119 | 138 | 129 | 119 | 138 |
Avg Bars in Winners | 245 | 247 | 243 | 245 | 247 | 243 |
Avg Bars in Losers | 64 | 66 | 62 | 64 | 66 | 62 |
Bars Traded | 24639 | 11362 | 13277 | 24639 | 11362 | 13277 |
Profit Streak | 15.3998 | 0 | 17.6498 | 15.3998 | 0 | 17.6498 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363133 | 175241 | -260252 | -177401 | -121215 | -582083 |
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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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