Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 984374.9277 | 864540.8781 | 119834.0495 | 11341497.5663 | 14755585.9209 | -3414088.3546 |
Total P&L (%) | 984.3749 | 864.5409 | 119.8341 | 11341.4976 | 14755.5859 | -3414.0884 |
Avg Daily Profit (%) | 0.5354 | 0.4702 | 0.0652 | 0.2581 | 0.2724 | 0 |
Buy And Hold Return (%) | 660.6264 | 660.6264 | 660.6264 | 660.6264 | 660.6264 | 660.6264 |
Max Trade Drawdown | -72248 | -73640 | -63247 | -17323273 | -15501212 | -8815898 |
Profit Factor | 2.3769 | 3.3746 | 1.3416 | 1.1665 | 1.4052 | 0.8923 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Profitability (%) | 43.6782 | 43.6782 | 43.6782 | 43.6782 | 43.6782 | 43.6782 |
Ratio Avg Win / Avg Loss | 3.065 | 4.3514 | 1.7299 | 1.5041 | 1.812 | 1.1507 |
Largest Winning Trade | 237446 | 237446 | 67395 | 10874984 | 10874984 | 4719342 |
Largest Losing Trade | -38185 | -22247 | -38185 | -4199847 | -3829398 | -4199847 |
Avg Bars in Trades | 20 | 20 | 21 | 20 | 20 | 21 |
Avg Bars in Winners | 32 | 31 | 32 | 32 | 31 | 32 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 3635 | 1762 | 1872 | 3635 | 1762 | 1872 |
Profit Streak | 0 | 35.4777 | 0 | 0 | 35.4777 | 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 | 30570 | -54906 | -272730 | -29032 | 307251 | -581613 |
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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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