Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 802557.9713 | 748550.273 | 54007.6983 | 2761461.5239 | 4885528.1223 | -2124066.5984 |
Total P&L (%) | 802.558 | 748.5503 | 54.0077 | 2761.4615 | 4885.5281 | -2124.0666 |
Avg Daily Profit (%) | 0.321 | 0.2994 | 0.0216 | 0.1342 | 0.1565 | 0 |
Buy And Hold Return (%) | 817.2621 | 817.2621 | 817.2621 | 817.2621 | 817.2621 | 817.2621 |
Max Trade Drawdown | -122830 | -62923 | -109544 | -2936048 | -1131939 | -3679221 |
Profit Factor | 2.1177 | 3.1594 | 1.1454 | 1.2441 | 2.0505 | 0.6812 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Losing Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Profitability (%) | 44.6237 | 45.1613 | 44.086 | 44.6237 | 45.1613 | 44.086 |
Ratio Avg Win / Avg Loss | 2.628 | 3.8364 | 1.4527 | 1.5438 | 2.4899 | 0.864 |
Largest Winning Trade | 340167 | 340167 | 47632 | 2719623 | 2719623 | 573926 |
Largest Losing Trade | -61213 | -24441 | -61213 | -2284472 | -416044 | -2284472 |
Avg Bars in Trades | 52 | 54 | 50 | 52 | 54 | 50 |
Avg Bars in Winners | 66 | 67 | 65 | 66 | 67 | 65 |
Avg Bars in Losers | 40 | 42 | 37 | 40 | 42 | 37 |
Bars Traded | 9684 | 5028 | 4656 | 9684 | 5028 | 4656 |
Profit Streak | 0 | 91.1448 | 0 | 0 | 91.1448 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153795 | -152080 | -392955 | -16431 | 347554 | -583383 |
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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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