Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811399.3659 | 794561.5031 | 16837.8628 | 1290954.981 | 7749485.9595 | -6458530.9785 |
Total P&L (%) | 811.3994 | 794.5615 | 16.8379 | 1290.955 | 7749.486 | -6458.531 |
Avg Daily Profit (%) | 0.4446 | 0.4353 | 0.0092 | 0.1443 | 0.2393 | 0 |
Buy And Hold Return (%) | 701.8856 | 701.8856 | 701.8856 | 701.8856 | 701.8856 | 701.8856 |
Max Trade Drawdown | -181631 | -148636 | -113591 | -7350873 | -4252644 | -7856726 |
Profit Factor | 1.6867 | 2.3612 | 1.0282 | 1.0375 | 1.4907 | 0.6534 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Losing Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Profitability (%) | 48.5075 | 48.5075 | 48.5075 | 48.5075 | 48.5075 | 48.5075 |
Ratio Avg Win / Avg Loss | 1.7905 | 2.5065 | 1.0914 | 1.1013 | 1.5824 | 0.6936 |
Largest Winning Trade | 250289 | 250289 | 68320 | 5214925 | 5214925 | 1335422 |
Largest Losing Trade | -33698 | -33698 | -33539 | -1719585 | -1641272 | -1719585 |
Avg Bars in Trades | 80 | 77 | 83 | 80 | 77 | 83 |
Avg Bars in Winners | 93 | 88 | 98 | 93 | 88 | 98 |
Avg Bars in Losers | 68 | 67 | 68 | 68 | 67 | 68 |
Bars Traded | 21538 | 10409 | 11129 | 21538 | 10409 | 11129 |
Profit Streak | 0 | 21.7927 | 0 | 0 | 21.7927 | 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 | -103090 | -110382 | -536612 | -186352 | 378164 | -581557 |
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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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