Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966583.8048 | 915021.3019 | 51562.5029 | 796133.8253 | 1029347.6976 | -233213.8723 |
Total P&L (%) | 966.5838 | 915.0213 | 51.5625 | 796.1338 | 1029.3477 | -233.2139 |
Avg Daily Profit (%) | 0.4447 | 0.421 | 0.0237 | 0.1009 | 0.1116 | 0 |
Buy And Hold Return (%) | 187.6777 | 187.6777 | 187.6777 | 187.6777 | 187.6777 | 187.6777 |
Max Trade Drawdown | -173202 | -154484 | -61094 | -4149296 | -4148974 | -935213 |
Profit Factor | 1.9512 | 2.2617 | 1.1772 | 1.0564 | 1.1022 | 0.9423 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 77 | 29 | 48 | 77 | 29 | 48 |
Losing Trades | 116 | 67 | 49 | 116 | 67 | 49 |
Profitability (%) | 39.8964 | 30.2083 | 49.4845 | 39.8964 | 30.2083 | 49.4845 |
Ratio Avg Win / Avg Loss | 2.9394 | 5.2253 | 1.2017 | 1.5915 | 2.5464 | 0.9619 |
Largest Winning Trade | 320736 | 320736 | 31564 | 2484844 | 2484844 | 531196 |
Largest Losing Trade | -48859 | -48859 | -23715 | -1091334 | -1091334 | -535766 |
Avg Bars in Trades | 22 | 40 | 3 | 22 | 40 | 3 |
Avg Bars in Winners | 34 | 85 | 4 | 34 | 85 | 4 |
Avg Bars in Losers | 13 | 21 | 3 | 13 | 21 | 3 |
Bars Traded | 4285 | 3912 | 373 | 4285 | 3912 | 373 |
Profit Streak | 13.9702 | 0 | 39.4702 | 13.9702 | 0 | 39.4702 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380093 | 172550 | -352233 | -219231 | -159644 | -580448 |
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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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