Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1313000.7686 | 1314051.4324 | -1050.6638 | 94753.6201 | 766619.5379 | -671865.9178 |
Total P&L (%) | 1313.0008 | 1314.0514 | -1.0507 | 94.7536 | 766.6195 | -671.8659 |
Avg Daily Profit (%) | 0.707 | 0.7076 | -0.0006 | 0.0359 | 0.1163 | 0 |
Buy And Hold Return (%) | 73.7457 | 73.7457 | 73.7457 | 73.7457 | 73.7457 | 73.7457 |
Max Trade Drawdown | -101711 | -106412 | -93653 | -1101845 | -547513 | -905533 |
Profit Factor | 2.6592 | 4.2921 | 0.9973 | 1.027 | 1.5058 | 0.6641 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 115 | 63 | 52 | 115 | 63 | 52 |
Profitability (%) | 38.5027 | 32.9787 | 44.086 | 38.5027 | 32.9787 | 44.086 |
Ratio Avg Win / Avg Loss | 4.2473 | 8.7227 | 1.2649 | 1.6403 | 3.0602 | 0.8422 |
Largest Winning Trade | 1361281 | 1361281 | 68591 | 1169836 | 1169836 | 264387 |
Largest Losing Trade | -41818 | -25767 | -41818 | -525142 | -160680 | -525142 |
Avg Bars in Trades | 57 | 51 | 63 | 57 | 51 | 63 |
Avg Bars in Winners | 102 | 102 | 102 | 102 | 102 | 102 |
Avg Bars in Losers | 29 | 27 | 32 | 29 | 27 | 32 |
Bars Traded | 10765 | 4878 | 5887 | 10765 | 4878 | 5887 |
Profit Streak | 0 | 0 | 14.6707 | 0 | 0 | 14.6707 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502249 | 458247 | -581127 | -415353 | -41735 | -582794 |
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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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