Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 981861.235 | 873089.9507 | 108771.2843 | 3262522.1956 | 2644762.7796 | 617759.416 |
Total P&L (%) | 981.8612 | 873.09 | 108.7713 | 3262.5222 | 2644.7628 | 617.7594 |
Avg Daily Profit (%) | 0.4439 | 0.3948 | 0.0492 | 0.1591 | 0.1499 | 0.0892 |
Buy And Hold Return (%) | 157.9605 | 157.9605 | 157.9605 | 157.9605 | 157.9605 | 157.9605 |
Max Trade Drawdown | -100190 | -57487 | -148210 | -2656271 | -1222792 | -2450575 |
Profit Factor | 2.0543 | 3.0159 | 1.2183 | 1.2241 | 1.372 | 1.0829 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 47.1264 | 42.5287 | 51.7241 | 47.1264 | 42.5287 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.3048 | 4.0756 | 1.1371 | 1.3734 | 1.854 | 1.0107 |
Largest Winning Trade | 508262 | 508262 | 47064 | 1551098 | 1551098 | 873890 |
Largest Losing Trade | -50261 | -37069 | -50261 | -998539 | -684212 | -998539 |
Avg Bars in Trades | 36 | 31 | 42 | 36 | 31 | 42 |
Avg Bars in Winners | 52 | 47 | 56 | 52 | 47 | 56 |
Avg Bars in Losers | 23 | 20 | 26 | 23 | 20 | 26 |
Bars Traded | 6433 | 2752 | 3682 | 6433 | 2752 | 3682 |
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 | 478761 | 405156 | -293522 | 255664 | 210698 | -205203 |
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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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