Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 835386.1861 | 771934.2033 | 63451.9829 | 2471799.1768 | 5575404.2896 | -3103605.1128 |
Total P&L (%) | 835.3862 | 771.9342 | 63.452 | 2471.7992 | 5575.4043 | -3103.6051 |
Avg Daily Profit (%) | 0.3341 | 0.3087 | 0.0254 | 0.13 | 0.1617 | 0 |
Buy And Hold Return (%) | 703.1463 | 703.1463 | 703.1463 | 703.1463 | 703.1463 | 703.1463 |
Max Trade Drawdown | -139662 | -69565 | -137468 | -5348131 | -2123101 | -5533019 |
Profit Factor | 1.7404 | 2.4234 | 1.1083 | 1.1029 | 1.5124 | 0.764 |
Total Trades | 406 | 203 | 203 | 406 | 203 | 203 |
Winning Trades | 218 | 104 | 114 | 218 | 104 | 114 |
Losing Trades | 188 | 99 | 89 | 188 | 99 | 89 |
Profitability (%) | 53.6946 | 51.2315 | 56.1576 | 53.6946 | 51.2315 | 56.1576 |
Ratio Avg Win / Avg Loss | 1.5009 | 2.3069 | 0.8652 | 0.9511 | 1.4397 | 0.5964 |
Largest Winning Trade | 329778 | 329778 | 42588 | 3442415 | 3442415 | 770097 |
Largest Losing Trade | -51652 | -25892 | -51652 | -3192675 | -1054848 | -3192675 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 27 | 29 | 26 | 27 | 29 | 26 |
Avg Bars in Losers | 19 | 18 | 21 | 19 | 18 | 21 |
Bars Traded | 9799 | 4909 | 4890 | 9799 | 4909 | 4890 |
Profit Streak | 0 | 0 | 9.5722 | 0 | 0 | 9.5722 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91905 | -120813 | -425577 | -127930 | 361306 | -578529 |
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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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