Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975548.7626 | 877765.2115 | 97783.5511 | 5458576.9732 | 6488108.2695 | -1029531.2963 |
Total P&L (%) | 975.5488 | 877.7652 | 97.7836 | 5458.577 | 6488.1083 | -1029.5313 |
Avg Daily Profit (%) | 0.5358 | 0.4821 | 0.0537 | 0.2209 | 0.2303 | 0 |
Buy And Hold Return (%) | 557.7797 | 557.7797 | 557.7797 | 557.7797 | 557.7797 | 557.7797 |
Max Trade Drawdown | -111437 | -101538 | -57440 | -5351319 | -3621426 | -4288669 |
Profit Factor | 2.1784 | 3.1365 | 1.2345 | 1.1644 | 1.4133 | 0.9412 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Profitability (%) | 45.5621 | 46.4286 | 44.7059 | 45.5621 | 46.4286 | 44.7059 |
Ratio Avg Win / Avg Loss | 2.6028 | 3.619 | 1.5269 | 1.3913 | 1.6307 | 1.1641 |
Largest Winning Trade | 294259 | 294259 | 57181 | 4115741 | 4115741 | 1829377 |
Largest Losing Trade | -43930 | -28541 | -43930 | -3314927 | -1355718 | -3314927 |
Avg Bars in Trades | 126 | 131 | 120 | 126 | 131 | 120 |
Avg Bars in Winners | 184 | 188 | 181 | 184 | 188 | 181 |
Avg Bars in Losers | 77 | 82 | 71 | 77 | 82 | 71 |
Bars Traded | 21338 | 11076 | 10262 | 21338 | 11076 | 10262 |
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 | 203387 | 179751 | -288565 | -32260 | 304761 | -581496 |
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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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