Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1059672.7413 | 930793.8306 | 128878.9107 | 12736371.1636 | 9782963.1365 | 2953408.027 |
Total P&L (%) | 1059.6727 | 930.7938 | 128.8789 | 12736.3712 | 9782.9631 | 2953.408 |
Avg Daily Profit (%) | 0.5806 | 0.51 | 0.0706 | 0.2664 | 0.252 | 0.1875 |
Buy And Hold Return (%) | 872.6824 | 872.6824 | 872.6824 | 872.6824 | 872.6824 | 872.6824 |
Max Trade Drawdown | -145222 | -104772 | -83263 | -7426691 | -6308444 | -3991902 |
Profit Factor | 2.299 | 3.0641 | 1.3533 | 1.346 | 1.4578 | 1.1913 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 103 | 47 | 56 | 103 | 47 | 56 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 56.5934 | 51.6484 | 61.5385 | 56.5934 | 51.6484 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.7633 | 2.8685 | 0.8458 | 1.0324 | 1.3647 | 0.7446 |
Largest Winning Trade | 333123 | 333123 | 52386 | 3370614 | 3370614 | 2366891 |
Largest Losing Trade | -79555 | -79555 | -38349 | -4707362 | -4707362 | -2584535 |
Avg Bars in Trades | 19 | 29 | 9 | 19 | 29 | 9 |
Avg Bars in Winners | 19 | 29 | 11 | 19 | 29 | 11 |
Avg Bars in Losers | 20 | 29 | 7 | 20 | 29 | 7 |
Bars Traded | 3590 | 2698 | 892 | 3590 | 2698 | 892 |
Profit Streak | 17.7502 | 26.2502 | 0 | 17.7502 | 26.2502 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80795 | -127797 | -264220 | 418390 | 369085 | -5113 |
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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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