Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 906721.1662 | 784146.2372 | 122574.929 | 2348299.553 | 635113.423 | 1713186.13 |
Total P&L (%) | 906.7212 | 784.1462 | 122.5749 | 2348.2996 | 635.1134 | 1713.1861 |
Avg Daily Profit (%) | 0.5604 | 0.4846 | 0.0758 | 0.1978 | 0.1234 | 0.1793 |
Buy And Hold Return (%) | 24.2064 | 24.2064 | 24.2064 | 24.2064 | 24.2064 | 24.2064 |
Max Trade Drawdown | -101489 | -130270 | -161347 | -1019299 | -1353936 | -701584 |
Profit Factor | 2.0134 | 2.6637 | 1.2895 | 1.3624 | 1.16 | 1.6823 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 44.385 | 44.6809 | 44.086 | 44.385 | 44.6809 | 44.086 |
Ratio Avg Win / Avg Loss | 2.5228 | 3.298 | 1.6355 | 1.7071 | 1.4362 | 2.1336 |
Largest Winning Trade | 387485 | 387485 | 64271 | 1127953 | 1127953 | 813222 |
Largest Losing Trade | -48028 | -46664 | -48028 | -789315 | -789315 | -595673 |
Avg Bars in Trades | 102 | 83 | 121 | 102 | 83 | 121 |
Avg Bars in Winners | 154 | 119 | 189 | 154 | 119 | 189 |
Avg Bars in Losers | 60 | 54 | 66 | 60 | 54 | 66 |
Bars Traded | 19094 | 7839 | 11255 | 19094 | 7839 | 11255 |
Profit Streak | 0 | 0 | 503.9374 | 0 | 0 | 503.9374 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494632 | 474475 | -93978 | 302082 | -74783 | 324934 |
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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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