Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1044020.3338 | 927773.3227 | 116247.011 | 8794228.8557 | 8732739.4635 | 61489.3922 |
Total P&L (%) | 1044.0203 | 927.7733 | 116.247 | 8794.2289 | 8732.7395 | 61.4894 |
Avg Daily Profit (%) | 0.5721 | 0.5084 | 0.0637 | 0.2462 | 0.2458 | 0.0263 |
Buy And Hold Return (%) | 743.4874 | 743.4874 | 743.4874 | 743.4874 | 743.4874 | 743.4874 |
Max Trade Drawdown | -117713 | -85339 | -84485 | -7021107 | -4242868 | -6071459 |
Profit Factor | 2.2311 | 3.4862 | 1.2448 | 1.2459 | 1.593 | 1.0029 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 53.6145 | 53.012 | 54.2169 | 53.6145 | 53.012 | 54.2169 |
Ratio Avg Win / Avg Loss | 1.9302 | 3.09 | 1.0512 | 1.0779 | 1.412 | 0.8469 |
Largest Winning Trade | 321155 | 321155 | 75378 | 2749532 | 2586803 | 2749532 |
Largest Losing Trade | -65841 | -31671 | -65841 | -3324774 | -2121752 | -3324774 |
Avg Bars in Trades | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Winners | 55 | 50 | 59 | 55 | 50 | 59 |
Avg Bars in Losers | 29 | 28 | 30 | 29 | 28 | 30 |
Bars Traded | 7178 | 3336 | 3841 | 7178 | 3336 | 3841 |
Profit Streak | 0 | 21.7076 | 0 | 0 | 21.7076 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23218 | -70215 | -273693 | 342872 | 410783 | -542328 |
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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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