Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877779.7427 | 825036.7743 | 52742.9684 | 2090957.2431 | 5505201.7137 | -3414244.4706 |
Total P&L (%) | 877.7797 | 825.0368 | 52.743 | 2090.9572 | 5505.2017 | -3414.2445 |
Avg Daily Profit (%) | 0.3988 | 0.3748 | 0.024 | 0.1403 | 0.1831 | 0 |
Buy And Hold Return (%) | 518.7767 | 518.7767 | 518.7767 | 518.7767 | 518.7767 | 518.7767 |
Max Trade Drawdown | -150953 | -75538 | -114180 | -8272391 | -4480091 | -5916653 |
Profit Factor | 2.0122 | 2.9258 | 1.1202 | 1.1037 | 1.5872 | 0.6833 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 48.0874 | 45.0549 | 51.087 | 48.0874 | 45.0549 | 51.087 |
Ratio Avg Win / Avg Loss | 2.1722 | 3.568 | 1.0725 | 1.1915 | 1.9357 | 0.6542 |
Largest Winning Trade | 288384 | 288384 | 65201 | 6127849 | 6127849 | 971904 |
Largest Losing Trade | -37044 | -35595 | -37044 | -2420353 | -2420353 | -2264442 |
Avg Bars in Trades | 71 | 59 | 83 | 71 | 59 | 83 |
Avg Bars in Winners | 83 | 80 | 86 | 83 | 80 | 86 |
Avg Bars in Losers | 60 | 42 | 79 | 60 | 42 | 79 |
Bars Traded | 13101 | 5449 | 7652 | 13101 | 5449 | 7652 |
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 | 173973 | 117518 | -415118 | -113681 | 309931 | -580945 |
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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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