Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1005013.0386 | 890071.988 | 114941.0506 | 7322788.4803 | 7612627.8699 | -289839.3896 |
Total P&L (%) | 1005.013 | 890.072 | 114.9411 | 7322.7885 | 7612.6279 | -289.8394 |
Avg Daily Profit (%) | 0.5521 | 0.489 | 0.0631 | 0.2369 | 0.239 | 0 |
Buy And Hold Return (%) | 766.3618 | 766.3618 | 766.3618 | 766.3618 | 766.3618 | 766.3618 |
Max Trade Drawdown | -98639 | -59187 | -106975 | -6813450 | -4732624 | -5126671 |
Profit Factor | 2.1438 | 3.3319 | 1.2313 | 1.2331 | 1.5328 | 0.9831 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 49.5146 | 49.5146 | 49.5146 | 49.5146 | 49.5146 | 49.5146 |
Ratio Avg Win / Avg Loss | 2.1858 | 3.3972 | 1.2554 | 1.2573 | 1.5629 | 1.0023 |
Largest Winning Trade | 256836 | 256836 | 75737 | 3851449 | 3851449 | 2140784 |
Largest Losing Trade | -77369 | -28792 | -77369 | -2629640 | -1931038 | -2629640 |
Avg Bars in Trades | 52 | 48 | 56 | 52 | 48 | 56 |
Avg Bars in Winners | 67 | 60 | 74 | 67 | 60 | 74 |
Avg Bars in Losers | 37 | 36 | 38 | 37 | 36 | 38 |
Bars Traded | 10770 | 4963 | 5807 | 10770 | 4963 | 5807 |
Profit Streak | 0 | 10.1015 | 0 | 0 | 10.1015 | 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 | -52880 | -98485 | -275198 | 321044 | 402538 | -579579 |
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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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