Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1094889.2233 | 1062537.4439 | 32351.7794 | 1877258.9557 | 2944875.8849 | -1067616.9292 |
Total P&L (%) | 1094.8892 | 1062.5374 | 32.3518 | 1877.259 | 2944.8759 | -1067.6169 |
Avg Daily Profit (%) | 0.6042 | 0.5864 | 0.0179 | 0.1648 | 0.1887 | 0 |
Buy And Hold Return (%) | 542.3944 | 542.3944 | 542.3944 | 542.3944 | 542.3944 | 542.3944 |
Max Trade Drawdown | -101141 | -107501 | -71536 | -2674396 | -2265154 | -1745533 |
Profit Factor | 2.2418 | 3.1795 | 1.0821 | 1.1174 | 1.3414 | 0.8549 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 47.5676 | 44.5652 | 50.5376 | 47.5676 | 44.5652 | 50.5376 |
Ratio Avg Win / Avg Loss | 2.4711 | 3.955 | 1.059 | 1.2317 | 1.6686 | 0.8367 |
Largest Winning Trade | 618127 | 618127 | 68906 | 1725485 | 1725485 | 618079 |
Largest Losing Trade | -38630 | -38630 | -35922 | -820705 | -620246 | -820705 |
Avg Bars in Trades | 28 | 31 | 24 | 28 | 31 | 24 |
Avg Bars in Winners | 32 | 36 | 28 | 32 | 36 | 28 |
Avg Bars in Losers | 24 | 27 | 21 | 24 | 27 | 21 |
Bars Traded | 5191 | 2880 | 2311 | 5191 | 2880 | 2311 |
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 | 334637 | 281964 | -464987 | -86003 | 213130 | -580736 |
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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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