Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877683.4333 | 782100.2724 | 95583.161 | 7467849.7872 | 9043373.8102 | -1575524.023 |
Total P&L (%) | 877.6834 | 782.1003 | 95.5832 | 7467.8498 | 9043.3738 | -1575.524 |
Avg Daily Profit (%) | 0.351 | 0.3128 | 0.0382 | 0.1732 | 0.1808 | 0 |
Buy And Hold Return (%) | 773.0659 | 773.0659 | 773.0659 | 773.0659 | 773.0659 | 773.0659 |
Max Trade Drawdown | -99827 | -55039 | -92515 | -2790531 | -2245921 | -4720443 |
Profit Factor | 2.3228 | 3.4707 | 1.2755 | 1.4083 | 2.0917 | 0.8426 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 51.6484 | 51.6484 | 51.6484 | 51.6484 | 51.6484 | 51.6484 |
Ratio Avg Win / Avg Loss | 2.1746 | 3.2492 | 1.1941 | 1.3184 | 1.9582 | 0.7888 |
Largest Winning Trade | 332217 | 332217 | 52002 | 4901757 | 4901757 | 1187202 |
Largest Losing Trade | -54354 | -24282 | -54354 | -2318764 | -875080 | -2318764 |
Avg Bars in Trades | 38 | 36 | 39 | 38 | 36 | 39 |
Avg Bars in Winners | 45 | 45 | 46 | 45 | 45 | 46 |
Avg Bars in Losers | 30 | 28 | 32 | 30 | 28 | 32 |
Bars Traded | 6951 | 3357 | 3593 | 6951 | 3357 | 3593 |
Profit Streak | 74.4492 | 84.1159 | 0 | 74.4492 | 84.1159 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108199 | -146041 | -307776 | 370035 | 443201 | -580875 |
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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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