Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860157.5824 | 733972.9294 | 126184.653 | 2069245.2391 | -233683.3038 | 2302928.5428 |
Total P&L (%) | 860.1576 | 733.9729 | 126.1847 | 2069.2452 | -233.6833 | 2302.9285 |
Avg Daily Profit (%) | 0.4129 | 0.3523 | 0.0606 | 0.1478 | 0 | 0.1527 |
Buy And Hold Return (%) | 63.2132 | 63.2132 | 63.2132 | 63.2132 | 63.2132 | 63.2132 |
Max Trade Drawdown | -100814 | -99379 | -124559 | -4256795 | -3799133 | -2088864 |
Profit Factor | 2.0021 | 2.6019 | 1.3153 | 1.1029 | 0.9796 | 1.2662 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
Losing Trades | 114 | 62 | 52 | 114 | 62 | 52 |
Profitability (%) | 37.0166 | 31.1111 | 42.8571 | 37.0166 | 31.1111 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.4066 | 5.7613 | 1.7538 | 1.8765 | 2.1692 | 1.6883 |
Largest Winning Trade | 380753 | 380753 | 41169 | 2651189 | 2651189 | 1428856 |
Largest Losing Trade | -29025 | -29025 | -24973 | -1125288 | -920562 | -1125288 |
Avg Bars in Trades | 136 | 126 | 145 | 136 | 126 | 145 |
Avg Bars in Winners | 237 | 257 | 223 | 237 | 257 | 223 |
Avg Bars in Losers | 76 | 67 | 86 | 76 | 67 | 86 |
Bars Traded | 24632 | 11413 | 13219 | 24632 | 11413 | 13219 |
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 | 344179 | 239117 | -120756 | -105682 | -585659 | 199197 |
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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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