Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 890978.5699 | 823756.1598 | 67222.4101 | 2550536.2451 | 5275005.4297 | -2724469.1846 |
Total P&L (%) | 890.9786 | 823.7562 | 67.2224 | 2550.5362 | 5275.0054 | -2724.4692 |
Avg Daily Profit (%) | 0.4903 | 0.4533 | 0.037 | 0.1805 | 0.2195 | 0 |
Buy And Hold Return (%) | 716.6902 | 716.6902 | 716.6902 | 716.6902 | 716.6902 | 716.6902 |
Max Trade Drawdown | -140847 | -103880 | -87039 | -7135776 | -3976950 | -4103643 |
Profit Factor | 1.8826 | 2.6576 | 1.1311 | 1.0899 | 1.3902 | 0.8165 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 115 | 55 | 60 | 115 | 55 | 60 |
Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
Profitability (%) | 51.3393 | 49.1071 | 53.5714 | 51.3393 | 49.1071 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.7844 | 2.7542 | 0.9803 | 1.033 | 1.4408 | 0.7077 |
Largest Winning Trade | 264730 | 264730 | 58228 | 4466695 | 4466695 | 980041 |
Largest Losing Trade | -60157 | -36730 | -60157 | -1984250 | -1886052 | -1984250 |
Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Winners | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 5368 | 2681 | 2687 | 5368 | 2681 | 2687 |
Profit Streak | 0 | 12.7272 | 0 | 0 | 12.7272 | 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 | -74404 | -103742 | -386709 | -114751 | 328541 | -580293 |
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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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