Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 957828.4565 | 862320.2679 | 95508.1886 | 4609030.1838 | 3700442.0018 | 908588.182 |
Total P&L (%) | 957.8285 | 862.3203 | 95.5082 | 4609.0302 | 3700.442 | 908.5882 |
Avg Daily Profit (%) | 0.3831 | 0.3449 | 0.0382 | 0.1542 | 0.1456 | 0.0925 |
Buy And Hold Return (%) | 881.9419 | 881.9419 | 881.9419 | 881.9419 | 881.9419 | 881.9419 |
Max Trade Drawdown | -122986 | -85665 | -90434 | -1459488 | -908432 | -876366 |
Profit Factor | 2.2404 | 3.2256 | 1.2483 | 2.0453 | 2.5561 | 1.4473 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Profitability (%) | 49.2147 | 45.2632 | 53.125 | 49.2147 | 45.2632 | 53.125 |
Ratio Avg Win / Avg Loss | 2.3119 | 3.9007 | 1.1014 | 2.1106 | 3.0911 | 1.2771 |
Largest Winning Trade | 379869 | 379869 | 49675 | 1719462 | 1719462 | 852521 |
Largest Losing Trade | -66994 | -30532 | -66994 | -673825 | -673825 | -635652 |
Avg Bars in Trades | 50 | 56 | 45 | 50 | 56 | 45 |
Avg Bars in Winners | 60 | 67 | 53 | 60 | 67 | 53 |
Avg Bars in Losers | 42 | 47 | 35 | 42 | 47 | 35 |
Bars Traded | 9733 | 5372 | 4361 | 9733 | 5372 | 4361 |
Profit Streak | 17.7165 | 0 | 27.7165 | 17.7165 | 0 | 27.7165 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123880 | -152478 | -307231 | 418048 | 88017 | -223818 |
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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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