Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 976294.2675 | 846165.1101 | 130129.1574 | 15638399.4437 | 16543247.2842 | -904847.8405 |
Total P&L (%) | 976.2943 | 846.1651 | 130.1292 | 15638.3994 | 16543.2473 | -904.8478 |
Avg Daily Profit (%) | 0.5374 | 0.4657 | 0.0716 | 0.2788 | 0.2819 | 0 |
Buy And Hold Return (%) | 667.5992 | 667.5992 | 667.5992 | 667.5992 | 667.5992 | 667.5992 |
Max Trade Drawdown | -96435 | -72235 | -73654 | -20868942 | -12936983 | -16342964 |
Profit Factor | 2.054 | 3.0167 | 1.2568 | 1.1735 | 1.3787 | 0.9805 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 127 | 60 | 67 | 127 | 60 | 67 |
Losing Trades | 123 | 65 | 58 | 123 | 65 | 58 |
Profitability (%) | 50.8 | 48 | 53.6 | 50.8 | 48 | 53.6 |
Ratio Avg Win / Avg Loss | 1.9893 | 3.268 | 1.088 | 1.1365 | 1.4936 | 0.8488 |
Largest Winning Trade | 238764 | 238764 | 73415 | 10989598 | 10989598 | 6751816 |
Largest Losing Trade | -37269 | -26807 | -37269 | -5269567 | -4432744 | -5269567 |
Avg Bars in Trades | 86 | 80 | 91 | 86 | 80 | 91 |
Avg Bars in Winners | 104 | 98 | 110 | 104 | 98 | 110 |
Avg Bars in Losers | 67 | 64 | 70 | 67 | 64 | 70 |
Bars Traded | 21542 | 10067 | 11475 | 21542 | 10067 | 11475 |
Profit Streak | 0 | 14.7778 | 0 | 0 | 14.7778 | 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 | -5684 | -66903 | -263021 | -19597 | 320080 | -580533 |
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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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