Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 924921.0639 | 810336.897 | 114584.1669 | 9772913.282 | 15058684.5523 | -5285771.2703 |
Total P&L (%) | 924.9211 | 810.3369 | 114.5842 | 9772.9133 | 15058.6846 | -5285.7713 |
Avg Daily Profit (%) | 0.3697 | 0.3239 | 0.0458 | 0.1837 | 0.2009 | 0 |
Buy And Hold Return (%) | 811.7638 | 811.7638 | 811.7638 | 811.7638 | 811.7638 | 811.7638 |
Max Trade Drawdown | -113753 | -73808 | -90190 | -7079879 | -3494920 | -9263316 |
Profit Factor | 2.5525 | 4.0765 | 1.3448 | 1.3378 | 2.2584 | 0.6884 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 56.0284 | 50.7042 | 61.4286 | 56.0284 | 50.7042 | 61.4286 |
Ratio Avg Win / Avg Loss | 2.0033 | 3.9632 | 0.8444 | 1.05 | 2.1956 | 0.4322 |
Largest Winning Trade | 334007 | 334007 | 50936 | 10181748 | 10181748 | 1286012 |
Largest Losing Trade | -51502 | -27657 | -51502 | -5005630 | -1938095 | -5005630 |
Avg Bars in Trades | 51 | 49 | 52 | 51 | 49 | 52 |
Avg Bars in Winners | 54 | 57 | 52 | 54 | 57 | 52 |
Avg Bars in Losers | 47 | 42 | 53 | 47 | 42 | 53 |
Bars Traded | 7248 | 3548 | 3700 | 7248 | 3548 | 3700 |
Profit Streak | 0 | 0 | 198.1544 | 0 | 0 | 198.1544 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106900 | -236430 | -390134 | 337269 | -74522 | -672090 |
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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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