Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 953092.2212 | 764092.3596 | 188999.8617 | 34386860.129 | 32632655.9993 | 1754204.1297 |
Total P&L (%) | 953.0922 | 764.0924 | 188.9999 | 34386.8601 | 32632.656 | 1754.2041 |
Avg Daily Profit (%) | 0.5226 | 0.419 | 0.1036 | 0.3209 | 0.3181 | 0.1603 |
Buy And Hold Return (%) | 764.0306 | 764.0306 | 764.0306 | 764.0306 | 764.0306 | 764.0306 |
Max Trade Drawdown | -73642 | -45415 | -90141 | -34649477 | -22680743 | -31299745 |
Profit Factor | 1.83 | 2.4799 | 1.299 | 1.1676 | 1.3484 | 1.0157 |
Total Trades | 411 | 205 | 206 | 411 | 205 | 206 |
Winning Trades | 188 | 93 | 95 | 188 | 93 | 95 |
Losing Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Profitability (%) | 45.7421 | 45.3659 | 46.1165 | 45.7421 | 45.3659 | 46.1165 |
Ratio Avg Win / Avg Loss | 2.1706 | 2.9866 | 1.5178 | 1.385 | 1.6239 | 1.1868 |
Largest Winning Trade | 116132 | 116132 | 55378 | 11547238 | 11547238 | 11325451 |
Largest Losing Trade | -34338 | -34338 | -34173 | -10030893 | -6120752 | -10030893 |
Avg Bars in Trades | 52 | 46 | 58 | 52 | 46 | 58 |
Avg Bars in Winners | 73 | 63 | 82 | 73 | 63 | 82 |
Avg Bars in Losers | 34 | 31 | 38 | 34 | 31 | 38 |
Bars Traded | 21560 | 9457 | 12103 | 21560 | 9457 | 12103 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74032 | -152401 | -220193 | -26582 | 333111 | -201424 |
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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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