Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 981202.4759 | 906867.9802 | 74334.4957 | 3123217.9609 | 3903190.7737 | -779972.8128 |
Total P&L (%) | 981.2025 | 906.868 | 74.3345 | 3123.218 | 3903.1908 | -779.9728 |
Avg Daily Profit (%) | 0.4352 | 0.4022 | 0.033 | 0.1541 | 0.1638 | 0 |
Buy And Hold Return (%) | 114.2202 | 114.2202 | 114.2202 | 114.2202 | 114.2202 | 114.2202 |
Max Trade Drawdown | -146892 | -106189 | -176198 | -3892190 | -1413287 | -3344658 |
Profit Factor | 1.9007 | 2.7474 | 1.1303 | 1.2111 | 1.6222 | 0.9084 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 85 | 36 | 49 | 85 | 36 | 49 |
Losing Trades | 118 | 66 | 52 | 118 | 66 | 52 |
Profitability (%) | 41.8719 | 35.2941 | 48.5149 | 41.8719 | 35.2941 | 48.5149 |
Ratio Avg Win / Avg Loss | 2.6386 | 5.0369 | 1.1995 | 1.6813 | 2.974 | 0.9641 |
Largest Winning Trade | 372566 | 372566 | 48552 | 2025165 | 2025165 | 1045961 |
Largest Losing Trade | -48311 | -26771 | -48311 | -1939491 | -425130 | -1939491 |
Avg Bars in Trades | 64 | 53 | 74 | 64 | 53 | 74 |
Avg Bars in Winners | 101 | 89 | 110 | 101 | 89 | 110 |
Avg Bars in Losers | 37 | 34 | 41 | 37 | 34 | 41 |
Bars Traded | 13045 | 5484 | 7561 | 13045 | 5484 | 7561 |
Profit Streak | 0 | 0 | 138.9031 | 0 | 0 | 138.9031 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416087 | 324256 | -391259 | 223183 | 172720 | -580225 |
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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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