Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1115378.03 | 966395.428 | 148982.602 | 19191467.681 | 7821880.1945 | 11369587.4865 |
Total P&L (%) | 1115.378 | 966.3954 | 148.9826 | 19191.4677 | 7821.8802 | 11369.5875 |
Avg Daily Profit (%) | 0.4926 | 0.4268 | 0.0658 | 0.2327 | 0.1933 | 0.2097 |
Buy And Hold Return (%) | 284.9462 | 284.9462 | 284.9462 | 284.9462 | 284.9462 | 284.9462 |
Max Trade Drawdown | -138729 | -86596 | -142427 | -19615319 | -14272767 | -8117792 |
Profit Factor | 2.4104 | 3.5674 | 1.3595 | 1.4108 | 1.2923 | 1.5694 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 53.7415 | 52.7027 | 54.7945 | 53.7415 | 52.7027 | 54.7945 |
Ratio Avg Win / Avg Loss | 2.0748 | 3.2015 | 1.1216 | 1.2143 | 1.1598 | 1.2948 |
Largest Winning Trade | 294777 | 294777 | 65928 | 10094343 | 10094343 | 6412844 |
Largest Losing Trade | -54222 | -34363 | -54222 | -6798637 | -6798637 | -5068530 |
Avg Bars in Trades | 83 | 59 | 108 | 83 | 59 | 108 |
Avg Bars in Winners | 98 | 65 | 130 | 98 | 65 | 130 |
Avg Bars in Losers | 66 | 51 | 81 | 66 | 51 | 81 |
Bars Traded | 12302 | 4366 | 7936 | 12302 | 4366 | 7936 |
Profit Streak | 0 | 0 | 327.2078 | 0 | 0 | 327.2078 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493438 | -50150 | -340076 | 358261 | -56090 | -59822 |
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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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