Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848258.072 | 698519.5924 | 149738.4796 | 19142598.3637 | 17567470.216 | 1575128.1476 |
Total P&L (%) | 848.2581 | 698.5196 | 149.7385 | 19142.5984 | 17567.4702 | 1575.1281 |
Avg Daily Profit (%) | 0.4653 | 0.3831 | 0.0821 | 0.2889 | 0.2842 | 0.1547 |
Buy And Hold Return (%) | 718.2436 | 718.2436 | 718.2436 | 718.2436 | 718.2436 | 718.2436 |
Max Trade Drawdown | -100390 | -91314 | -75997 | -11460989 | -5243949 | -9014146 |
Profit Factor | 1.9258 | 2.5641 | 1.3188 | 1.2907 | 1.6035 | 1.0429 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 143 | 73 | 70 | 143 | 73 | 70 |
Losing Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Profitability (%) | 57.6613 | 58.871 | 56.4516 | 57.6613 | 58.871 | 56.4516 |
Ratio Avg Win / Avg Loss | 1.414 | 1.7914 | 1.0174 | 0.9477 | 1.1203 | 0.8045 |
Largest Winning Trade | 105280 | 105280 | 70657 | 4525997 | 3768840 | 4525997 |
Largest Losing Trade | -46375 | -46375 | -31207 | -6423003 | -4109001 | -6423003 |
Avg Bars in Trades | 86 | 79 | 93 | 86 | 79 | 93 |
Avg Bars in Winners | 92 | 75 | 109 | 92 | 75 | 109 |
Avg Bars in Losers | 79 | 86 | 72 | 79 | 86 | 72 |
Bars Traded | 21517 | 9917 | 11600 | 21517 | 9917 | 11600 |
Profit Streak | 0 | 18.864 | 0 | 0 | 18.864 | 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 | -94319 | -149295 | -248265 | 340157 | 456192 | -172372 |
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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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