Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727158.5407 | 657336.2531 | 69822.2876 | 1138926.5952 | 1765023.843 | -626097.2478 |
Total P&L (%) | 727.1585 | 657.3363 | 69.8223 | 1138.9266 | 1765.0238 | -626.0972 |
Avg Daily Profit (%) | 0.2907 | 0.2628 | 0.0279 | 0.1007 | 0.1171 | 0 |
Buy And Hold Return (%) | 240.1915 | 240.1915 | 240.1915 | 240.1915 | 240.1915 | 240.1915 |
Max Trade Drawdown | -130800 | -122205 | -75783 | -2011097 | -1208914 | -1199752 |
Profit Factor | 1.9318 | 2.4392 | 1.2158 | 1.1834 | 1.5073 | 0.7708 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 46.8571 | 42.5287 | 51.1364 | 46.8571 | 42.5287 | 51.1364 |
Ratio Avg Win / Avg Loss | 2.191 | 3.2962 | 1.1617 | 1.3421 | 2.0368 | 0.7365 |
Largest Winning Trade | 355252 | 355252 | 23532 | 2093675 | 2093675 | 508944 |
Largest Losing Trade | -55910 | -34094 | -55910 | -590452 | -541748 | -590452 |
Avg Bars in Trades | 56 | 80 | 33 | 56 | 80 | 33 |
Avg Bars in Winners | 73 | 115 | 38 | 73 | 115 | 38 |
Avg Bars in Losers | 41 | 54 | 27 | 41 | 54 | 27 |
Bars Traded | 9909 | 6995 | 2914 | 9909 | 6995 | 2914 |
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 | 327226 | 239412 | -321962 | -78826 | -37080 | -580949 |
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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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