Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661064.4604 | 611283.9246 | 49780.5358 | 3081209.8844 | 4857533.7478 | -1776323.8634 |
Total P&L (%) | 661.0645 | 611.2839 | 49.7805 | 3081.2099 | 4857.5337 | -1776.3239 |
Avg Daily Profit (%) | 0.3638 | 0.3364 | 0.0274 | 0.1906 | 0.2151 | 0 |
Buy And Hold Return (%) | 568.1584 | 568.1584 | 568.1584 | 568.1584 | 568.1584 | 568.1584 |
Max Trade Drawdown | -97361 | -58719 | -109797 | -8546197 | -3228753 | -5436509 |
Profit Factor | 1.802 | 2.7981 | 1.1028 | 1.1286 | 1.5324 | 0.8802 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Profitability (%) | 50 | 50.5618 | 49.4382 | 50 | 50.5618 | 49.4382 |
Ratio Avg Win / Avg Loss | 1.802 | 2.7359 | 1.1279 | 1.1286 | 1.4984 | 0.9002 |
Largest Winning Trade | 145747 | 145747 | 77068 | 2618159 | 1494585 | 2618159 |
Largest Losing Trade | -39361 | -38934 | -39361 | -2163455 | -1213561 | -2163455 |
Avg Bars in Trades | 120 | 109 | 132 | 120 | 109 | 132 |
Avg Bars in Winners | 146 | 107 | 185 | 146 | 107 | 185 |
Avg Bars in Losers | 95 | 110 | 80 | 95 | 110 | 80 |
Bars Traded | 21517 | 9710 | 11807 | 21517 | 9710 | 11807 |
Profit Streak | 0 | 13.9509 | 0 | 0 | 13.9509 | 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 | -101116 | -127265 | -430047 | -71184 | 360885 | -581312 |
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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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