Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786369.1703 | 747150.1214 | 39219.0488 | 2906512.9551 | 4023310.2613 | -1116797.3061 |
Total P&L (%) | 786.3692 | 747.1501 | 39.219 | 2906.513 | 4023.3103 | -1116.7973 |
Avg Daily Profit (%) | 0.434 | 0.4124 | 0.0216 | 0.188 | 0.2055 | 0 |
Buy And Hold Return (%) | 496.2733 | 496.2733 | 496.2733 | 496.2733 | 496.2733 | 496.2733 |
Max Trade Drawdown | -109556 | -25556 | -146718 | -2478455 | -524195 | -2741484 |
Profit Factor | 2.1191 | 5.1115 | 1.0753 | 1.2732 | 2.4733 | 0.8588 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Losing Trades | 118 | 55 | 63 | 118 | 55 | 63 |
Profitability (%) | 38.2199 | 42.7083 | 33.6842 | 38.2199 | 42.7083 | 33.6842 |
Ratio Avg Win / Avg Loss | 3.4254 | 6.8569 | 2.117 | 2.0581 | 3.3179 | 1.6907 |
Largest Winning Trade | 257923 | 257923 | 76716 | 1130674 | 1130674 | 818332 |
Largest Losing Trade | -33722 | -16112 | -33722 | -559918 | -219089 | -559918 |
Avg Bars in Trades | 36 | 10 | 62 | 36 | 10 | 62 |
Avg Bars in Winners | 70 | 17 | 138 | 70 | 17 | 138 |
Avg Bars in Losers | 15 | 4 | 24 | 15 | 4 | 24 |
Bars Traded | 6956 | 991 | 5965 | 6956 | 991 | 5965 |
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 | 29828 | 168785 | -472969 | 166445 | 357929 | -584645 |
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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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