Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698140.6187 | 599130.688 | 99009.9307 | 6256906.241 | 5929352.3256 | 327553.9154 |
Total P&L (%) | 698.1406 | 599.1307 | 99.0099 | 6256.9062 | 5929.3523 | 327.5539 |
Avg Daily Profit (%) | 0.3836 | 0.3292 | 0.0544 | 0.2284 | 0.2255 | 0.0799 |
Buy And Hold Return (%) | 692.7699 | 692.7699 | 692.7699 | 692.7699 | 692.7699 | 692.7699 |
Max Trade Drawdown | -120063 | -99082 | -113829 | -12064501 | -3430091 | -8999212 |
Profit Factor | 1.7607 | 2.5048 | 1.1906 | 1.1898 | 1.4526 | 1.0165 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 118 | 61 | 57 | 118 | 61 | 57 |
Losing Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Profitability (%) | 52.2124 | 53.9823 | 50.4425 | 52.2124 | 53.9823 | 50.4425 |
Ratio Avg Win / Avg Loss | 1.6115 | 2.1352 | 1.1697 | 1.089 | 1.2383 | 0.9987 |
Largest Winning Trade | 96881 | 96881 | 58879 | 3308661 | 3049580 | 3308661 |
Largest Losing Trade | -31494 | -27993 | -31494 | -3959225 | -1621600 | -3959225 |
Avg Bars in Trades | 95 | 85 | 104 | 95 | 85 | 104 |
Avg Bars in Winners | 114 | 92 | 137 | 114 | 92 | 137 |
Avg Bars in Losers | 74 | 78 | 71 | 74 | 78 | 71 |
Bars Traded | 21532 | 9695 | 11837 | 21532 | 9695 | 11837 |
Profit Streak | 0 | 18.1901 | 0 | 0 | 18.1901 | 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 | -148951 | -151035 | -297163 | -2000 | 363527 | -456363 |
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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) |
---|