Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 938704.7675 | 769445.6749 | 169259.0926 | 34329555.2634 | 29682808.1995 | 4646747.0639 |
Total P&L (%) | 938.7048 | 769.4457 | 169.2591 | 34329.5553 | 29682.8082 | 4646.7471 |
Avg Daily Profit (%) | 0.517 | 0.4237 | 0.0932 | 0.3222 | 0.3142 | 0.2128 |
Buy And Hold Return (%) | 574.093 | 574.093 | 574.093 | 574.093 | 574.093 | 574.093 |
Max Trade Drawdown | -79254 | -57963 | -84019 | -20974593 | -10847685 | -13151798 |
Profit Factor | 2.1347 | 2.9333 | 1.3943 | 1.3715 | 1.7345 | 1.0894 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Losing Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Profitability (%) | 56.7961 | 59.2233 | 54.3689 | 56.7961 | 59.2233 | 54.3689 |
Ratio Avg Win / Avg Loss | 1.6238 | 2.0197 | 1.1702 | 1.0433 | 1.1942 | 0.9143 |
Largest Winning Trade | 172063 | 172063 | 75506 | 8937042 | 6613855 | 8937042 |
Largest Losing Trade | -29756 | -29756 | -28047 | -8441223 | -4357656 | -8441223 |
Avg Bars in Trades | 104 | 94 | 114 | 104 | 94 | 114 |
Avg Bars in Winners | 122 | 100 | 145 | 122 | 100 | 145 |
Avg Bars in Losers | 81 | 85 | 77 | 81 | 85 | 77 |
Bars Traded | 21526 | 9739 | 11787 | 21526 | 9739 | 11787 |
Profit Streak | 0 | 12.8375 | 0 | 0 | 12.8375 | 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 | 268013 | -42834 | -233353 | 416253 | 457826 | -115446 |
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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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