Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 845828.3617 | 735767.5321 | 110060.8296 | 10736742.5277 | 10801730.4159 | -64987.8883 |
Total P&L (%) | 845.8284 | 735.7675 | 110.0608 | 10736.7425 | 10801.7304 | -64.9879 |
Avg Daily Profit (%) | 0.4627 | 0.4025 | 0.0602 | 0.2567 | 0.257 | -0.0574 |
Buy And Hold Return (%) | 743.4885 | 743.4885 | 743.4885 | 743.4885 | 743.4885 | 743.4885 |
Max Trade Drawdown | -99684 | -71102 | -81740 | -15959982 | -6247388 | -12085102 |
Profit Factor | 2.1606 | 3.2688 | 1.2721 | 1.2 | 1.4974 | 0.998 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Losing Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Profitability (%) | 55.3571 | 57.1429 | 53.5714 | 55.3571 | 57.1429 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.7424 | 2.4516 | 1.1025 | 0.9678 | 1.123 | 0.8649 |
Largest Winning Trade | 172063 | 172063 | 76916 | 6501356 | 5368479 | 6501356 |
Largest Losing Trade | -43739 | -39454 | -43739 | -5889217 | -2668504 | -5889217 |
Avg Bars in Trades | 128 | 115 | 140 | 128 | 115 | 140 |
Avg Bars in Winners | 165 | 138 | 193 | 165 | 138 | 193 |
Avg Bars in Losers | 82 | 84 | 79 | 82 | 84 | 79 |
Bars Traded | 21519 | 9718 | 11801 | 21519 | 9718 | 11801 |
Profit Streak | 0 | 28.7058 | 0 | 0 | 28.7058 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106985 | -148623 | -278255 | 284496 | 394266 | -580644 |
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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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