Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 907298.1205 | 771740.9541 | 135557.1664 | 4602887.6477 | 5124223.7543 | -521336.1066 |
Total P&L (%) | 907.2981 | 771.741 | 135.5572 | 4602.8876 | 5124.2238 | -521.3361 |
Avg Daily Profit (%) | 0.4 | 0.3403 | 0.0598 | 0.1699 | 0.1746 | 0 |
Buy And Hold Return (%) | 143.0293 | 143.0293 | 143.0293 | 143.0293 | 143.0293 | 143.0293 |
Max Trade Drawdown | -130683 | -117023 | -88685 | -21048704 | -17627083 | -13200304 |
Profit Factor | 1.9393 | 2.5876 | 1.2825 | 1.0515 | 1.1129 | 0.9882 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 105 | 50 | 55 | 105 | 50 | 55 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 55.5556 | 52.6316 | 58.5106 | 55.5556 | 52.6316 | 58.5106 |
Ratio Avg Win / Avg Loss | 1.5514 | 2.3289 | 0.9094 | 0.8412 | 1.0016 | 0.7007 |
Largest Winning Trade | 236952 | 236952 | 50101 | 12593156 | 12593156 | 4505608 |
Largest Losing Trade | -47880 | -47880 | -47272 | -6301964 | -4497601 | -6301964 |
Avg Bars in Trades | 47 | 39 | 55 | 47 | 39 | 55 |
Avg Bars in Winners | 49 | 42 | 55 | 49 | 42 | 55 |
Avg Bars in Losers | 45 | 35 | 56 | 45 | 35 | 56 |
Bars Traded | 8961 | 3715 | 5246 | 8961 | 3715 | 5246 |
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 | 529294 | 473106 | -279781 | -156084 | -88482 | -579978 |
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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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