Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860369.3801 | 762356.3616 | 98013.0186 | 9520258.1556 | 7196106.9237 | 2324151.2319 |
Total P&L (%) | 860.3694 | 762.3564 | 98.013 | 9520.2582 | 7196.1069 | 2324.1512 |
Avg Daily Profit (%) | 0.4724 | 0.4186 | 0.0538 | 0.2511 | 0.2358 | 0.1752 |
Buy And Hold Return (%) | 618.4985 | 618.4985 | 618.4985 | 618.4985 | 618.4985 | 618.4985 |
Max Trade Drawdown | -125314 | -80783 | -91969 | -8592762 | -6496535 | -6341108 |
Profit Factor | 1.9796 | 2.8195 | 1.2134 | 1.2236 | 1.3278 | 1.1127 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Losing Trades | 130 | 62 | 68 | 130 | 62 | 68 |
Profitability (%) | 44.9153 | 47.4576 | 42.3729 | 44.9153 | 47.4576 | 42.3729 |
Ratio Avg Win / Avg Loss | 2.4278 | 3.1216 | 1.6502 | 1.5007 | 1.4701 | 1.5133 |
Largest Winning Trade | 247815 | 247815 | 75865 | 4774502 | 3681710 | 4774502 |
Largest Losing Trade | -30762 | -26018 | -30762 | -2178516 | -2083497 | -2178516 |
Avg Bars in Trades | 45 | 30 | 60 | 45 | 30 | 60 |
Avg Bars in Winners | 63 | 33 | 97 | 63 | 33 | 97 |
Avg Bars in Losers | 30 | 28 | 32 | 30 | 28 | 32 |
Bars Traded | 10746 | 3606 | 7140 | 10746 | 3606 | 7140 |
Profit Streak | 0 | 18.1178 | 0 | 0 | 18.1178 | 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 | -30729 | -78793 | -289366 | 304554 | 285582 | -93277 |
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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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