Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791245.2374 | 701380.0235 | 89865.214 | 6673603.2538 | 6833747.6957 | -160144.4419 |
Total P&L (%) | 791.2452 | 701.38 | 89.8652 | 6673.6033 | 6833.7477 | -160.1444 |
Avg Daily Profit (%) | 0.4339 | 0.3846 | 0.0493 | 0.2314 | 0.2327 | 0 |
Buy And Hold Return (%) | 706.3336 | 706.3336 | 706.3336 | 706.3336 | 706.3336 | 706.3336 |
Max Trade Drawdown | -106269 | -85713 | -75503 | -5057733 | -2096345 | -3739348 |
Profit Factor | 1.7931 | 2.4902 | 1.1705 | 1.2575 | 1.6327 | 0.9894 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 138 | 74 | 64 | 138 | 74 | 64 |
Losing Trades | 106 | 48 | 58 | 106 | 48 | 58 |
Profitability (%) | 56.5574 | 60.6557 | 52.459 | 56.5574 | 60.6557 | 52.459 |
Ratio Avg Win / Avg Loss | 1.3773 | 1.6153 | 1.0608 | 0.9659 | 1.0591 | 0.8967 |
Largest Winning Trade | 102691 | 102691 | 74138 | 1757797 | 1552519 | 1757797 |
Largest Losing Trade | -49398 | -47323 | -49398 | -2093669 | -1556155 | -2093669 |
Avg Bars in Trades | 88 | 80 | 96 | 88 | 80 | 96 |
Avg Bars in Winners | 86 | 67 | 107 | 86 | 67 | 107 |
Avg Bars in Losers | 90 | 99 | 83 | 90 | 99 | 83 |
Bars Traded | 21516 | 9790 | 11726 | 21516 | 9790 | 11726 |
Profit Streak | 0 | 19.3237 | 0 | 0 | 19.3237 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113924 | -149199 | -325760 | 309246 | 450499 | -580689 |
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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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