Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1049719.8511 | 940140.0503 | 109579.8008 | 5775982.2636 | 7571651.1619 | -1795668.8983 |
Total P&L (%) | 1049.7199 | 940.1401 | 109.5798 | 5775.9823 | 7571.6512 | -1795.6689 |
Avg Daily Profit (%) | 0.5759 | 0.5158 | 0.0601 | 0.2237 | 0.2384 | 0 |
Buy And Hold Return (%) | 709.3636 | 709.3636 | 709.3636 | 709.3636 | 709.3636 | 709.3636 |
Max Trade Drawdown | -101960 | -104415 | -95165 | -7194410 | -6469029 | -4259997 |
Profit Factor | 1.8641 | 2.632 | 1.1715 | 1.122 | 1.3382 | 0.9281 |
Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Winning Trades | 190 | 90 | 100 | 190 | 90 | 100 |
Losing Trades | 192 | 101 | 91 | 192 | 101 | 91 |
Profitability (%) | 49.7382 | 47.1204 | 52.356 | 49.7382 | 47.1204 | 52.356 |
Ratio Avg Win / Avg Loss | 1.8837 | 2.9536 | 1.0661 | 1.1338 | 1.5018 | 0.8445 |
Largest Winning Trade | 305178 | 305178 | 53455 | 5609350 | 5609350 | 2443315 |
Largest Losing Trade | -44492 | -22935 | -44492 | -1790829 | -1790829 | -1789184 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 5402 | 2675 | 2727 | 5402 | 2675 | 2727 |
Profit Streak | 0 | 19.7044 | 0 | 0 | 19.7044 | 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 | 16436 | -48648 | -309221 | -75922 | 358338 | -579750 |
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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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