Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1996955.9976 | 2052295.8514 | -55339.8538 | 88917.7446 | -795043.8987 | 883961.6432 |
Total P&L (%) | 1996.956 | 2052.2959 | -55.3399 | 88.9177 | -795.0439 | 883.9616 |
Avg Daily Profit (%) | 1.1124 | 1.1432 | -0.0308 | 0.0354 | 0 | 0.1274 |
Buy And Hold Return (%) | 410.0025 | 410.0025 | 410.0025 | 410.0025 | 410.0025 | 410.0025 |
Max Trade Drawdown | -200954 | -228190 | -81396 | -2889320 | -4053596 | -551786 |
Profit Factor | 2.9261 | 3.89 | 0.8306 | 1.0088 | 0.8992 | 1.395 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 80 | 30 | 50 | 80 | 30 | 50 |
Losing Trades | 101 | 60 | 41 | 101 | 60 | 41 |
Profitability (%) | 44.1989 | 33.3333 | 54.9451 | 44.1989 | 33.3333 | 54.9451 |
Ratio Avg Win / Avg Loss | 3.6942 | 7.78 | 0.6811 | 1.2736 | 1.7983 | 1.1439 |
Largest Winning Trade | 1863208 | 1863208 | 26799 | 1665305 | 1665305 | 479236 |
Largest Losing Trade | -42575 | -38876 | -42575 | -722216 | -722216 | -224776 |
Avg Bars in Trades | 116 | 203 | 31 | 116 | 203 | 31 |
Avg Bars in Winners | 159 | 367 | 34 | 159 | 367 | 34 |
Avg Bars in Losers | 83 | 121 | 28 | 83 | 121 | 28 |
Bars Traded | 21166 | 18310 | 2856 | 21166 | 18310 | 2856 |
Profit Streak | 12.5103 | 0 | 16.5103 | 12.5103 | 0 | 16.5103 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 607814 | 443523 | -579873 | -522884 | -584795 | -26742 |
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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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