Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 931347.488 | 886317.0076 | 45030.4804 | 23420699.3075 | 23522936.5008 | -102237.1933 |
Total P&L (%) | 931.3475 | 886.317 | 45.0305 | 23420.6993 | 23522.9365 | -102.2372 |
Avg Daily Profit (%) | 0.4997 | 0.4755 | 0.0242 | 0.2934 | 0.2936 | 0 |
Buy And Hold Return (%) | 6834.4567 | 6834.4567 | 6834.4567 | 6834.4567 | 6834.4567 | 6834.4567 |
Max Trade Drawdown | -120364 | -88794 | -80976 | -4769015 | -4252361 | -6683755 |
Profit Factor | 2.3027 | 3.7954 | 1.1132 | 1.6578 | 2.6653 | 0.9952 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 114 | 64 | 50 | 114 | 64 | 50 |
Losing Trades | 88 | 37 | 51 | 88 | 37 | 51 |
Profitability (%) | 56.4356 | 63.3663 | 49.505 | 56.4356 | 63.3663 | 49.505 |
Ratio Avg Win / Avg Loss | 1.7775 | 2.1942 | 1.1354 | 1.2797 | 1.5409 | 1.0151 |
Largest Winning Trade | 163868 | 163868 | 52417 | 5989891 | 4558207 | 5989891 |
Largest Losing Trade | -45091 | -45091 | -30817 | -2558397 | -2558397 | -2381387 |
Avg Bars in Trades | 54 | 51 | 56 | 54 | 51 | 56 |
Avg Bars in Winners | 59 | 54 | 65 | 59 | 54 | 65 |
Avg Bars in Losers | 46 | 46 | 47 | 46 | 46 | 47 |
Bars Traded | 10921 | 5213 | 5708 | 10921 | 5213 | 5708 |
Profit Streak | 0 | 220.927 | 0 | 0 | 220.927 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148902 | -145595 | -422884 | 360887 | 506943 | -579588 |
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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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