Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 886278.8461 | 787981.3101 | 98297.536 | 2629344.5328 | 3702550.0986 | -1073205.5658 |
Total P&L (%) | 886.2788 | 787.9813 | 98.2975 | 2629.3445 | 3702.5501 | -1073.2056 |
Avg Daily Profit (%) | 0.4894 | 0.4351 | 0.0543 | 0.1828 | 0.2011 | 0 |
Buy And Hold Return (%) | 556.6362 | 556.6362 | 556.6362 | 556.6362 | 556.6362 | 556.6362 |
Max Trade Drawdown | -124717 | -53134 | -138446 | -1773643 | -1138524 | -2246648 |
Profit Factor | 2.0829 | 3.5415 | 1.1934 | 1.2303 | 1.9001 | 0.853 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 49.4253 | 49.4253 | 49.4253 | 49.4253 | 49.4253 | 49.4253 |
Ratio Avg Win / Avg Loss | 2.1314 | 3.6239 | 1.2211 | 1.2589 | 1.9443 | 0.8729 |
Largest Winning Trade | 256832 | 256832 | 52729 | 1079167 | 1079167 | 930125 |
Largest Losing Trade | -82460 | -21765 | -82460 | -1628438 | -520938 | -1628438 |
Avg Bars in Trades | 123 | 114 | 132 | 123 | 114 | 132 |
Avg Bars in Winners | 167 | 149 | 186 | 167 | 149 | 186 |
Avg Bars in Losers | 80 | 80 | 80 | 80 | 80 | 80 |
Bars Traded | 21488 | 9950 | 11538 | 21488 | 9950 | 11538 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 199876 | -20248 | -294587 | 239663 | 391591 | -581323 |
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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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