Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 893397.3838 | 734382.8348 | 159014.5489 | 29849208.3888 | 28582734.4435 | 1266473.9453 |
Total P&L (%) | 893.3974 | 734.3828 | 159.0145 | 29849.2084 | 28582.7344 | 1266.4739 |
Avg Daily Profit (%) | 0.4917 | 0.4042 | 0.0875 | 0.3143 | 0.3119 | 0.144 |
Buy And Hold Return (%) | 671.1928 | 671.1928 | 671.1928 | 671.1928 | 671.1928 | 671.1928 |
Max Trade Drawdown | -88026 | -64870 | -81513 | -20380229 | -13910918 | -12017796 |
Profit Factor | 1.6968 | 2.1737 | 1.2422 | 1.2823 | 1.528 | 1.0245 |
Total Trades | 422 | 211 | 211 | 422 | 211 | 211 |
Winning Trades | 232 | 117 | 115 | 232 | 117 | 115 |
Losing Trades | 190 | 94 | 96 | 190 | 94 | 96 |
Profitability (%) | 54.9763 | 55.4502 | 54.5024 | 54.9763 | 55.4502 | 54.5024 |
Ratio Avg Win / Avg Loss | 1.3896 | 1.7464 | 1.037 | 1.0501 | 1.2276 | 0.8553 |
Largest Winning Trade | 81713 | 81713 | 77673 | 7178847 | 7178847 | 5876090 |
Largest Losing Trade | -27146 | -25445 | -27146 | -6036647 | -4740235 | -6036647 |
Avg Bars in Trades | 51 | 47 | 55 | 51 | 47 | 55 |
Avg Bars in Winners | 60 | 49 | 71 | 60 | 49 | 71 |
Avg Bars in Losers | 39 | 43 | 35 | 39 | 43 | 35 |
Bars Traded | 21556 | 9930 | 11626 | 21556 | 9930 | 11626 |
Profit Streak | 0 | 18.7088 | 0 | 0 | 18.7088 | 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 | -47296 | -120753 | -241039 | 426275 | 442362 | -202091 |
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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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