Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745570.4908 | 687352.0811 | 58218.4097 | 2967194.6897 | 4863623.8157 | -1896429.126 |
Total P&L (%) | 745.5705 | 687.3521 | 58.2184 | 2967.1947 | 4863.6238 | -1896.4291 |
Avg Daily Profit (%) | 0.2982 | 0.2749 | 0.0233 | 0.137 | 0.1563 | 0 |
Buy And Hold Return (%) | 787.4573 | 787.4573 | 787.4573 | 787.4573 | 787.4573 | 787.4573 |
Max Trade Drawdown | -120204 | -110113 | -70514 | -3633368 | -1201903 | -2933923 |
Profit Factor | 2.0456 | 2.5996 | 1.2055 | 1.3367 | 2.2863 | 0.6231 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 49.1228 | 47.0588 | 51.1628 | 49.1228 | 47.0588 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.1186 | 2.9245 | 1.1507 | 1.3844 | 2.5721 | 0.5948 |
Largest Winning Trade | 267703 | 267703 | 41789 | 4191266 | 4191266 | 483294 |
Largest Losing Trade | -40241 | -40241 | -30367 | -1161213 | -495057 | -1161213 |
Avg Bars in Trades | 54 | 70 | 39 | 54 | 70 | 39 |
Avg Bars in Winners | 72 | 98 | 49 | 72 | 98 | 49 |
Avg Bars in Losers | 37 | 46 | 28 | 37 | 46 | 28 |
Bars Traded | 9402 | 6027 | 3375 | 9402 | 6027 | 3375 |
Profit Streak | 25.6623 | 0 | 34.6623 | 25.6623 | 0 | 34.6623 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151915 | -153612 | -327659 | -10708 | 359909 | -580409 |
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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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