Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782667.4786 | 664157.5125 | 118509.9661 | 3770529.9764 | 6674551.8103 | -2904021.8338 |
Total P&L (%) | 782.6675 | 664.1575 | 118.51 | 3770.53 | 6674.5518 | -2904.0218 |
Avg Daily Profit (%) | 0.3447 | 0.2925 | 0.0522 | 0.1611 | 0.1858 | 0 |
Buy And Hold Return (%) | 153.7037 | 153.7037 | 153.7037 | 153.7037 | 153.7037 | 153.7037 |
Max Trade Drawdown | -104198 | -80684 | -159172 | -9448942 | -6585306 | -7990781 |
Profit Factor | 1.6578 | 2.2416 | 1.181 | 1.0655 | 1.2474 | 0.9051 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Losing Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Profitability (%) | 42.1488 | 41.3223 | 42.9752 | 42.1488 | 41.3223 | 42.9752 |
Ratio Avg Win / Avg Loss | 2.2754 | 3.183 | 1.567 | 1.4624 | 1.7713 | 1.201 |
Largest Winning Trade | 124339 | 124339 | 50470 | 2416408 | 2416408 | 2255678 |
Largest Losing Trade | -38512 | -20980 | -38512 | -1981149 | -1981149 | -1748021 |
Avg Bars in Trades | 37 | 33 | 41 | 37 | 33 | 41 |
Avg Bars in Winners | 57 | 49 | 65 | 57 | 49 | 65 |
Avg Bars in Losers | 22 | 21 | 22 | 22 | 21 | 22 |
Bars Traded | 9007 | 4027 | 4980 | 9007 | 4027 | 4980 |
Profit Streak | 0 | 0 | 22.0565 | 0 | 0 | 22.0565 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336785 | 271811 | -311776 | -142587 | 186568 | -581527 |
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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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