Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1259267.1883 | 1162913.1374 | 96354.0509 | -16025484.3053 | -7501452.7321 | -8524031.5732 |
Total P&L (%) | 1259.2672 | 1162.9131 | 96.3541 | -16025.4843 | -7501.4527 | -8524.0316 |
Avg Daily Profit (%) | 0.574 | 0.5301 | 0.0439 | 0 | 0 | 0 |
Buy And Hold Return (%) | 503.5776 | 503.5776 | 503.5776 | 503.5776 | 503.5776 | 503.5776 |
Max Trade Drawdown | -183338 | -128732 | -201812 | -20083736 | -12350758 | -9136315 |
Profit Factor | 2.1493 | 3.1796 | 1.1714 | 0.6393 | 0.6925 | 0.5744 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 101 | 47 | 54 | 86 | 43 | 43 |
Losing Trades | 79 | 43 | 36 | 94 | 47 | 47 |
Profitability (%) | 56.1111 | 52.2222 | 60 | 47.7778 | 47.7778 | 47.7778 |
Ratio Avg Win / Avg Loss | 1.6811 | 2.909 | 0.7809 | 0.6987 | 0.757 | 0.6278 |
Largest Winning Trade | 603403 | 603403 | 50480 | 1791746 | 1791746 | 1353356 |
Largest Losing Trade | -141999 | -38083 | -141999 | -5918448 | -5918448 | -2493033 |
Avg Bars in Trades | 48 | 49 | 47 | 48 | 49 | 47 |
Avg Bars in Winners | 45 | 40 | 49 | 50 | 55 | 44 |
Avg Bars in Losers | 51 | 58 | 44 | 46 | 42 | 50 |
Bars Traded | 8680 | 4416 | 4264 | 8680 | 4416 | 4264 |
Profit Streak | 0 | 0 | 88.7815 | 15.5315 | 57.5315 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486097 | 435000 | -332141 | -580117 | -581394 | -581955 |
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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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