Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758866.4495 | 728072.5851 | 30793.8644 | 1540659.8541 | -4290765.2486 | 5831425.1026 |
Total P&L (%) | 758.8665 | 728.0726 | 30.7939 | 1540.6599 | -4290.7652 | 5831.4251 |
Avg Daily Profit (%) | 0.3492 | 0.3351 | 0.0142 | 0.1288 | 0 | 0.1881 |
Buy And Hold Return (%) | 177.5229 | 177.5229 | 177.5229 | 177.5229 | 177.5229 | 177.5229 |
Max Trade Drawdown | -194877 | -180401 | -124351 | -26728632 | -26657947 | -7196604 |
Profit Factor | 1.7648 | 1.9842 | 1.122 | 1.0226 | 0.9227 | 1.4638 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 118 | 56 | 62 | 118 | 56 | 62 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 58.1281 | 55.4455 | 60.7843 | 58.1281 | 55.4455 | 60.7843 |
Ratio Avg Win / Avg Loss | 1.2713 | 1.5944 | 0.7239 | 0.7366 | 0.7414 | 0.9444 |
Largest Winning Trade | 161649 | 161649 | 14570 | 6907317 | 6907317 | 3290397 |
Largest Losing Trade | -50969 | -50969 | -37969 | -11660709 | -11660709 | -2244441 |
Avg Bars in Trades | 29 | 53 | 4 | 29 | 53 | 4 |
Avg Bars in Winners | 27 | 52 | 4 | 27 | 52 | 4 |
Avg Bars in Losers | 32 | 55 | 5 | 32 | 55 | 5 |
Bars Traded | 5954 | 5448 | 506 | 5954 | 5448 | 506 |
Profit Streak | 43.4404 | 0 | 62.4404 | 43.4404 | 0 | 62.4404 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450632 | 405018 | -425730 | -214966 | -580357 | 335052 |
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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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