Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728933.2233 | 669364.6491 | 59568.5743 | 3538658.1772 | 4663675.7961 | -1125017.6189 |
Total P&L (%) | 728.9332 | 669.3646 | 59.5686 | 3538.6582 | 4663.6758 | -1125.0176 |
Avg Daily Profit (%) | 0.4006 | 0.3679 | 0.0327 | 0.1977 | 0.2126 | 0 |
Buy And Hold Return (%) | 599.6988 | 599.6988 | 599.6988 | 599.6988 | 599.6988 | 599.6988 |
Max Trade Drawdown | -118620 | -72553 | -133266 | -7761262 | -3283796 | -4651364 |
Profit Factor | 1.7669 | 2.6257 | 1.1106 | 1.1654 | 1.5678 | 0.9147 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Losing Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Profitability (%) | 53.1532 | 55.8559 | 50.4505 | 53.1532 | 55.8559 | 50.4505 |
Ratio Avg Win / Avg Loss | 1.5573 | 2.0752 | 1.0907 | 1.0271 | 1.239 | 0.8983 |
Largest Winning Trade | 144823 | 144823 | 75006 | 1800329 | 1437468 | 1800329 |
Largest Losing Trade | -56114 | -31973 | -56114 | -2100527 | -1090227 | -2100527 |
Avg Bars in Trades | 96 | 84 | 108 | 96 | 84 | 108 |
Avg Bars in Winners | 110 | 81 | 142 | 110 | 81 | 142 |
Avg Bars in Losers | 81 | 88 | 74 | 81 | 88 | 74 |
Bars Traded | 21489 | 9415 | 12074 | 21489 | 9415 | 12074 |
Profit Streak | 0 | 15.2333 | 0 | 0 | 15.2333 | 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 | -84060 | -114071 | -414027 | -29740 | 394200 | -580978 |
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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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