Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797579.0806 | 692853.3605 | 104725.7201 | 11507136.8113 | 10312551.6299 | 1194585.1814 |
Total P&L (%) | 797.5791 | 692.8534 | 104.7257 | 11507.1368 | 10312.5516 | 1194.5852 |
Avg Daily Profit (%) | 0.4389 | 0.3813 | 0.0576 | 0.262 | 0.256 | 0.141 |
Buy And Hold Return (%) | 718.5141 | 718.5141 | 718.5141 | 718.5141 | 718.5141 | 718.5141 |
Max Trade Drawdown | -91772 | -60837 | -122299 | -10195054 | -4360605 | -8324590 |
Profit Factor | 1.8007 | 2.555 | 1.1902 | 1.2439 | 1.484 | 1.0462 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 134 | 70 | 64 | 134 | 70 | 64 |
Losing Trades | 125 | 59 | 66 | 125 | 59 | 66 |
Profitability (%) | 51.7375 | 54.2636 | 49.2308 | 51.7375 | 54.2636 | 49.2308 |
Ratio Avg Win / Avg Loss | 1.6798 | 2.1535 | 1.2274 | 1.1603 | 1.2508 | 1.0789 |
Largest Winning Trade | 96161 | 96161 | 75267 | 5892450 | 5892450 | 3212133 |
Largest Losing Trade | -31169 | -31169 | -29856 | -4794535 | -2067166 | -4794535 |
Avg Bars in Trades | 83 | 76 | 90 | 83 | 76 | 90 |
Avg Bars in Winners | 104 | 85 | 125 | 104 | 85 | 125 |
Avg Bars in Losers | 60 | 65 | 56 | 60 | 65 | 56 |
Bars Traded | 21601 | 9830 | 11771 | 21601 | 9830 | 11771 |
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 | -116467 | -150978 | -293534 | 355984 | 362351 | -183763 |
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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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