Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958828.4876 | 804526.5449 | 154301.9426 | 6351515.0623 | 7537896.6616 | -1186381.5993 |
Total P&L (%) | 958.8285 | 804.5265 | 154.3019 | 6351.5151 | 7537.8967 | -1186.3816 |
Avg Daily Profit (%) | 0.5271 | 0.4423 | 0.0848 | 0.2293 | 0.2386 | 0 |
Buy And Hold Return (%) | 414.0519 | 414.0519 | 414.0519 | 414.0519 | 414.0519 | 414.0519 |
Max Trade Drawdown | -87204 | -88324 | -166227 | -7183213 | -3979045 | -5051003 |
Profit Factor | 1.7642 | 2.3233 | 1.2386 | 1.1864 | 1.4695 | 0.9342 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 157 | 76 | 81 | 157 | 76 | 81 |
Losing Trades | 113 | 59 | 54 | 113 | 59 | 54 |
Profitability (%) | 58.1481 | 56.2963 | 60 | 58.1481 | 56.2963 | 60 |
Ratio Avg Win / Avg Loss | 1.2698 | 1.8036 | 0.8257 | 0.8539 | 1.1408 | 0.6228 |
Largest Winning Trade | 181249 | 181249 | 55522 | 2133160 | 2133160 | 1571143 |
Largest Losing Trade | -85052 | -37361 | -85052 | -3547407 | -1622167 | -3547407 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3626 | 1812 | 1814 | 3626 | 1812 | 1814 |
Profit Streak | 0 | 49.7459 | 0 | 0 | 49.7459 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397083 | 344835 | -246060 | -6100 | 424880 | -579400 |
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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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