Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719645.7432 | 678431.1184 | 41214.6248 | 2572170.1506 | 3010697.7921 | -438527.6415 |
Total P&L (%) | 719.6457 | 678.4311 | 41.2146 | 2572.1702 | 3010.6978 | -438.5276 |
Avg Daily Profit (%) | 0.3946 | 0.372 | 0.0226 | 0.1803 | 0.1887 | 0 |
Buy And Hold Return (%) | 775.9479 | 775.9479 | 775.9479 | 775.9479 | 775.9479 | 775.9479 |
Max Trade Drawdown | -121584 | -93277 | -126733 | -3352727 | -1623254 | -1953062 |
Profit Factor | 1.8586 | 2.838 | 1.0879 | 1.21 | 1.6479 | 0.9423 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Losing Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Profitability (%) | 48.8372 | 51.1628 | 46.5116 | 48.8372 | 51.1628 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.9471 | 2.709 | 1.251 | 1.2676 | 1.573 | 1.0837 |
Largest Winning Trade | 268144 | 268144 | 75168 | 1401959 | 1069588 | 1401959 |
Largest Losing Trade | -42156 | -42156 | -25217 | -1040108 | -468598 | -1040108 |
Avg Bars in Trades | 62 | 56 | 68 | 62 | 56 | 68 |
Avg Bars in Winners | 76 | 56 | 98 | 76 | 56 | 98 |
Avg Bars in Losers | 49 | 56 | 42 | 49 | 56 | 42 |
Bars Traded | 10764 | 4860 | 5903 | 10764 | 4860 | 5903 |
Profit Streak | 0 | 28.5127 | 0 | 0 | 28.5127 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152100 | -150485 | -454002 | 180750 | 327591 | -580792 |
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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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