Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 889280.358 | 777782.2013 | 111498.1567 | 8836042.1287 | 12466537.107 | -3630494.9783 |
Total P&L (%) | 889.2804 | 777.7822 | 111.4982 | 8836.0421 | 12466.5371 | -3630.495 |
Avg Daily Profit (%) | 0.3557 | 0.3111 | 0.0446 | 0.1798 | 0.1935 | 0 |
Buy And Hold Return (%) | 739.9903 | 739.9903 | 739.9903 | 739.9903 | 739.9903 | 739.9903 |
Max Trade Drawdown | -79731 | -43328 | -96552 | -7794947 | -4867028 | -5050248 |
Profit Factor | 1.964 | 2.6989 | 1.2399 | 1.3507 | 1.9424 | 0.6966 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 154 | 70 | 84 | 154 | 70 | 84 |
Losing Trades | 214 | 114 | 100 | 214 | 114 | 100 |
Profitability (%) | 41.8478 | 38.0435 | 45.6522 | 41.8478 | 38.0435 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.7291 | 4.3953 | 1.4761 | 1.877 | 3.1634 | 0.8293 |
Largest Winning Trade | 329905 | 329905 | 38997 | 11293670 | 11293670 | 1433108 |
Largest Losing Trade | -38877 | -20987 | -38877 | -2202099 | -2202099 | -1793763 |
Avg Bars in Trades | 20 | 21 | 18 | 20 | 21 | 18 |
Avg Bars in Winners | 32 | 38 | 27 | 32 | 38 | 27 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 7367 | 3943 | 3424 | 7367 | 3943 | 3424 |
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 | -90882 | -139717 | -300415 | 302463 | 277466 | -581783 |
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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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