Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 952238.3654 | 838707.2185 | 113531.147 | 6960479.4047 | 6865030.5467 | 95448.858 |
Total P&L (%) | 952.2384 | 838.7072 | 113.5311 | 6960.4794 | 6865.0305 | 95.4489 |
Avg Daily Profit (%) | 0.3809 | 0.3354 | 0.0454 | 0.1704 | 0.1699 | 0.0268 |
Buy And Hold Return (%) | 719.1647 | 719.1647 | 719.1647 | 719.1647 | 719.1647 | 719.1647 |
Max Trade Drawdown | -89353 | -44140 | -113407 | -4102356 | -2534130 | -1817803 |
Profit Factor | 2.2762 | 3.6063 | 1.2675 | 1.7649 | 2.4953 | 1.0212 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 50.2674 | 47.3118 | 53.1915 | 50.2674 | 47.3118 | 53.1915 |
Ratio Avg Win / Avg Loss | 2.252 | 4.0162 | 1.1154 | 1.7461 | 2.7789 | 0.8986 |
Largest Winning Trade | 358686 | 358686 | 43891 | 4697965 | 4697965 | 1376603 |
Largest Losing Trade | -68014 | -21598 | -68014 | -1585268 | -1585268 | -759863 |
Avg Bars in Trades | 52 | 53 | 51 | 52 | 53 | 51 |
Avg Bars in Winners | 68 | 70 | 67 | 68 | 70 | 67 |
Avg Bars in Losers | 35 | 38 | 32 | 35 | 38 | 32 |
Bars Traded | 9774 | 4959 | 4815 | 9774 | 4959 | 4815 |
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 | -50019 | -99446 | -298044 | 437230 | 402664 | -521639 |
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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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