Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797893.2947 | 703868.3731 | 94024.9216 | 1132945.7005 | -45645.9957 | 1178591.6962 |
Total P&L (%) | 797.8933 | 703.8684 | 94.0249 | 1132.9457 | -45.646 | 1178.5917 |
Avg Daily Profit (%) | 0.383 | 0.3379 | 0.0451 | 0.1207 | -0.0293 | 0.1224 |
Buy And Hold Return (%) | 46.3731 | 46.3731 | 46.3731 | 46.3731 | 46.3731 | 46.3731 |
Max Trade Drawdown | -106443 | -93726 | -115306 | -3933573 | -3252736 | -1535806 |
Profit Factor | 2.0365 | 2.7476 | 1.2562 | 1.0679 | 0.9951 | 1.1591 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 79 | 45 | 34 | 79 | 45 | 34 |
Profitability (%) | 36.2903 | 27.4194 | 45.1613 | 36.2903 | 27.4194 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.5753 | 7.273 | 1.5254 | 1.8748 | 2.634 | 1.4075 |
Largest Winning Trade | 288040 | 288040 | 50833 | 2249070 | 2249070 | 1741206 |
Largest Losing Trade | -35409 | -28521 | -35409 | -1097057 | -913120 | -1097057 |
Avg Bars in Trades | 197 | 183 | 211 | 197 | 183 | 211 |
Avg Bars in Winners | 330 | 347 | 320 | 330 | 347 | 320 |
Avg Bars in Losers | 121 | 120 | 121 | 121 | 120 | 121 |
Bars Traded | 24464 | 11347 | 13117 | 24464 | 11347 | 13117 |
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 | 304920 | -159150 | -294467 | -181207 | -751610 | -230782 |
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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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