Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1916619.3463 | 1918368.4477 | -1749.1013 | 161822.6284 | 859457.1143 | -697634.4859 |
Total P&L (%) | 1916.6193 | 1918.3684 | -1.7491 | 161.8226 | 859.4571 | -697.6345 |
Avg Daily Profit (%) | 0.8463 | 0.8471 | -0.0008 | 0.0425 | 0.0999 | 0 |
Buy And Hold Return (%) | 143.4708 | 143.4708 | 143.4708 | 143.4708 | 143.4708 | 143.4708 |
Max Trade Drawdown | -127694 | -123968 | -112869 | -1828108 | -1344066 | -829677 |
Profit Factor | 2.4174 | 3.494 | 0.997 | 1.0233 | 1.2326 | 0.7859 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 102 | 44 | 58 | 102 | 44 | 58 |
Losing Trades | 182 | 98 | 84 | 182 | 98 | 84 |
Profitability (%) | 35.9155 | 30.9859 | 40.8451 | 35.9155 | 30.9859 | 40.8451 |
Ratio Avg Win / Avg Loss | 4.3134 | 7.782 | 1.4439 | 1.8258 | 2.7454 | 1.1383 |
Largest Winning Trade | 1779110 | 1779110 | 44856 | 1939120 | 1939120 | 326402 |
Largest Losing Trade | -26904 | -26778 | -26904 | -342758 | -282905 | -342758 |
Avg Bars in Trades | 31 | 36 | 27 | 31 | 36 | 27 |
Avg Bars in Winners | 56 | 71 | 44 | 56 | 71 | 44 |
Avg Bars in Losers | 17 | 20 | 15 | 17 | 20 | 15 |
Bars Traded | 9000 | 5131 | 3869 | 9000 | 5131 | 3869 |
Profit Streak | 13.869 | 0 | 16.369 | 13.869 | 0 | 16.369 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519051 | 443438 | -581996 | -459322 | -66660 | -581996 |
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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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