Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817355.1404 | 739712.4626 | 77642.6778 | 3900026.107 | 3814912.6567 | 85113.4504 |
Total P&L (%) | 817.3551 | 739.7125 | 77.6427 | 3900.0261 | 3814.9127 | 85.1135 |
Avg Daily Profit (%) | 0.3713 | 0.336 | 0.0353 | 0.1677 | 0.1667 | 0.028 |
Buy And Hold Return (%) | 553.2055 | 553.2055 | 553.2055 | 553.2055 | 553.2055 | 553.2055 |
Max Trade Drawdown | -86009 | -68583 | -84209 | -2178958 | -1210898 | -1586215 |
Profit Factor | 2.0785 | 2.9094 | 1.2096 | 1.3847 | 1.6891 | 1.0185 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Losing Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Profitability (%) | 46.1538 | 47.0085 | 45.2991 | 46.1538 | 47.0085 | 45.2991 |
Ratio Avg Win / Avg Loss | 2.4249 | 3.2796 | 1.4606 | 1.6155 | 1.904 | 1.2299 |
Largest Winning Trade | 323752 | 323752 | 65393 | 3997658 | 3997658 | 585548 |
Largest Losing Trade | -47503 | -26372 | -47503 | -981665 | -582953 | -981665 |
Avg Bars in Trades | 37 | 32 | 41 | 37 | 32 | 41 |
Avg Bars in Winners | 55 | 48 | 62 | 55 | 48 | 62 |
Avg Bars in Losers | 21 | 17 | 24 | 21 | 17 | 24 |
Bars Traded | 8662 | 3779 | 4883 | 8662 | 3779 | 4883 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4043 | -47541 | -314094 | 331320 | 341200 | -523529 |
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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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