Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1109657.5758 | 986843.6087 | 122813.9671 | 8937923.9602 | 6308930.0602 | 2628993.9 |
Total P&L (%) | 1109.6576 | 986.8436 | 122.814 | 8937.924 | 6308.9301 | 2628.9939 |
Avg Daily Profit (%) | 0.6082 | 0.5409 | 0.0673 | 0.2472 | 0.2283 | 0.1814 |
Buy And Hold Return (%) | 745.0201 | 745.0201 | 745.0201 | 745.0201 | 745.0201 | 745.0201 |
Max Trade Drawdown | -80534 | -95059 | -63458 | -4126087 | -4666752 | -3377758 |
Profit Factor | 2.2495 | 3.1421 | 1.2873 | 1.2791 | 1.3815 | 1.1697 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Profitability (%) | 44.7761 | 42 | 47.5248 | 44.7761 | 42 | 47.5248 |
Ratio Avg Win / Avg Loss | 2.7743 | 4.3391 | 1.4214 | 1.5775 | 1.9077 | 1.2916 |
Largest Winning Trade | 337467 | 337467 | 47336 | 3443957 | 3443957 | 2468702 |
Largest Losing Trade | -49560 | -49560 | -40618 | -1661033 | -1479607 | -1661033 |
Avg Bars in Trades | 53 | 57 | 48 | 53 | 57 | 48 |
Avg Bars in Winners | 78 | 85 | 72 | 78 | 85 | 72 |
Avg Bars in Losers | 32 | 37 | 26 | 32 | 37 | 26 |
Bars Traded | 10674 | 5785 | 4889 | 10674 | 5785 | 4889 |
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 | 47496 | -51238 | -270073 | 307032 | 236648 | -29840 |
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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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