Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709225.7907 | 672188.1925 | 37037.5982 | 2871093.8194 | 5201980.2753 | -2330886.4559 |
Total P&L (%) | 709.2258 | 672.1882 | 37.0376 | 2871.0938 | 5201.9803 | -2330.8865 |
Avg Daily Profit (%) | 0.3404 | 0.3227 | 0.0178 | 0.1629 | 0.1908 | 0 |
Buy And Hold Return (%) | 1098.236 | 1098.236 | 1098.236 | 1098.236 | 1098.236 | 1098.236 |
Max Trade Drawdown | -119835 | -81453 | -99372 | -3567371 | -1777792 | -4110350 |
Profit Factor | 1.9709 | 3.1497 | 1.0886 | 1.1754 | 1.7217 | 0.7457 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Losing Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Profitability (%) | 52.9101 | 57.4468 | 48.4211 | 52.9101 | 57.4468 | 48.4211 |
Ratio Avg Win / Avg Loss | 1.7541 | 2.3331 | 1.1596 | 1.0461 | 1.2753 | 0.7943 |
Largest Winning Trade | 203721 | 203721 | 46834 | 2217822 | 2217822 | 652859 |
Largest Losing Trade | -37174 | -26337 | -37174 | -1616207 | -919868 | -1616207 |
Avg Bars in Trades | 130 | 139 | 121 | 130 | 139 | 121 |
Avg Bars in Winners | 135 | 137 | 133 | 135 | 137 | 133 |
Avg Bars in Losers | 124 | 143 | 109 | 124 | 143 | 109 |
Bars Traded | 24664 | 13148 | 11516 | 24664 | 13148 | 11516 |
Profit Streak | 0 | 34.2678 | 0 | 0 | 34.2678 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151428 | -149468 | -458810 | -21994 | 350904 | -581692 |
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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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