Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 938828.4541 | 808819.1361 | 130009.318 | 12936746.7285 | 10519748.2101 | 2416998.5183 |
Total P&L (%) | 938.8285 | 808.8191 | 130.0093 | 12936.7467 | 10519.7482 | 2416.9985 |
Avg Daily Profit (%) | 0.5177 | 0.446 | 0.0717 | 0.2689 | 0.2576 | 0.178 |
Buy And Hold Return (%) | 573.3594 | 573.3594 | 573.3594 | 573.3594 | 573.3594 | 573.3594 |
Max Trade Drawdown | -59966 | -63225 | -80152 | -6580368 | -4126732 | -4057589 |
Profit Factor | 2.1989 | 3.3611 | 1.2951 | 1.3864 | 1.7318 | 1.1265 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Losing Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Profitability (%) | 56.0976 | 58.5366 | 53.6585 | 56.0976 | 58.5366 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.7209 | 2.3808 | 1.1185 | 1.085 | 1.2267 | 0.9729 |
Largest Winning Trade | 245868 | 245868 | 76578 | 4850539 | 4850539 | 3280792 |
Largest Losing Trade | -43029 | -24971 | -43029 | -3876258 | -2753125 | -3876258 |
Avg Bars in Trades | 130 | 118 | 143 | 130 | 118 | 143 |
Avg Bars in Winners | 160 | 132 | 190 | 160 | 132 | 190 |
Avg Bars in Losers | 92 | 98 | 88 | 92 | 98 | 88 |
Bars Traded | 21467 | 9715 | 11752 | 21467 | 9715 | 11752 |
Profit Streak | 0 | 86.3381 | 0 | 0 | 86.3381 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 262096 | -23114 | -266931 | 391980 | 325260 | -81176 |
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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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