Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 970292.828 | 866536.3897 | 103756.4384 | 6610477.4659 | 14442525.8053 | -7832048.3394 |
Total P&L (%) | 970.2928 | 866.5364 | 103.7564 | 6610.4775 | 14442.5258 | -7832.0483 |
Avg Daily Profit (%) | 0.5344 | 0.4773 | 0.0572 | 0.232 | 0.2747 | 0 |
Buy And Hold Return (%) | 628.8377 | 628.8377 | 628.8377 | 628.8377 | 628.8377 | 628.8377 |
Max Trade Drawdown | -123685 | -83448 | -76152 | -23129141 | -10710046 | -12810607 |
Profit Factor | 2.1587 | 3.2454 | 1.2298 | 1.1133 | 1.5369 | 0.7508 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 45.2941 | 42.3529 | 48.2353 | 45.2941 | 42.3529 | 48.2353 |
Ratio Avg Win / Avg Loss | 2.6073 | 4.4174 | 1.3198 | 1.3447 | 2.092 | 0.8058 |
Largest Winning Trade | 247486 | 247486 | 69956 | 11364801 | 11364801 | 2341264 |
Largest Losing Trade | -35650 | -20601 | -35650 | -3951932 | -3262151 | -3951932 |
Avg Bars in Trades | 126 | 121 | 130 | 126 | 121 | 130 |
Avg Bars in Winners | 179 | 175 | 182 | 179 | 175 | 182 |
Avg Bars in Losers | 82 | 82 | 82 | 82 | 82 | 82 |
Bars Traded | 21455 | 10357 | 11098 | 21455 | 10357 | 11098 |
Profit Streak | 0 | 22.9248 | 0 | 0 | 22.9248 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 148595 | -34321 | -283742 | -88490 | 308344 | -581791 |
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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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