Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1045718.4188 | 916371.1074 | 129347.3114 | 13389645.411 | 9482778.4956 | 3906866.9154 |
Total P&L (%) | 1045.7184 | 916.3711 | 129.3473 | 13389.6454 | 9482.7785 | 3906.8669 |
Avg Daily Profit (%) | 0.5752 | 0.504 | 0.0711 | 0.2701 | 0.2513 | 0.2032 |
Buy And Hold Return (%) | 608.7143 | 608.7143 | 608.7143 | 608.7143 | 608.7143 | 608.7143 |
Max Trade Drawdown | -64353 | -64388 | -64953 | -7551208 | -8016245 | -5649361 |
Profit Factor | 2.599 | 4.0297 | 1.368 | 1.3745 | 1.553 | 1.21 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 45.2381 | 41.2698 | 49.2063 | 45.2381 | 41.2698 | 49.2063 |
Ratio Avg Win / Avg Loss | 3.1462 | 5.7345 | 1.4121 | 1.6639 | 2.21 | 1.249 |
Largest Winning Trade | 306902 | 306902 | 75742 | 7613340 | 7613340 | 3607850 |
Largest Losing Trade | -28729 | -22302 | -28729 | -4499842 | -2489557 | -4499842 |
Avg Bars in Trades | 170 | 157 | 183 | 170 | 157 | 183 |
Avg Bars in Winners | 260 | 241 | 276 | 260 | 241 | 276 |
Avg Bars in Losers | 96 | 98 | 92 | 96 | 98 | 92 |
Bars Traded | 21461 | 9929 | 11532 | 21461 | 9929 | 11532 |
Profit Streak | 0 | 24.1329 | 0 | 0 | 24.1329 | 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 | 212883 | -142275 | -410213 | 315710 | -138591 | -139777 |
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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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