Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 931347.5046 | 824293.7157 | 107053.7889 | 6019495.1132 | 7170025.4851 | -1150530.3719 |
Total P&L (%) | 931.3475 | 824.2937 | 107.0538 | 6019.4951 | 7170.0255 | -1150.5304 |
Avg Daily Profit (%) | 0.4988 | 0.4415 | 0.0573 | 0.2206 | 0.2298 | 0 |
Buy And Hold Return (%) | 418.712 | 418.712 | 418.712 | 418.712 | 418.712 | 418.712 |
Max Trade Drawdown | -163096 | -117189 | -106202 | -26986879 | -14135524 | -24120815 |
Profit Factor | 1.6694 | 2.1452 | 1.1594 | 1.041 | 1.0989 | 0.9845 |
Total Trades | 363 | 182 | 181 | 363 | 182 | 181 |
Winning Trades | 163 | 73 | 90 | 163 | 73 | 90 |
Losing Trades | 200 | 109 | 91 | 200 | 109 | 91 |
Profitability (%) | 44.9036 | 40.1099 | 49.7238 | 44.9036 | 40.1099 | 49.7238 |
Ratio Avg Win / Avg Loss | 2.0484 | 3.2032 | 1.1723 | 1.2773 | 1.6408 | 0.9955 |
Largest Winning Trade | 219440 | 219440 | 37377 | 14681274 | 14681274 | 5141259 |
Largest Losing Trade | -40392 | -40392 | -38208 | -10549138 | -5312965 | -10549138 |
Avg Bars in Trades | 30 | 32 | 28 | 30 | 32 | 28 |
Avg Bars in Winners | 40 | 44 | 37 | 40 | 44 | 37 |
Avg Bars in Losers | 22 | 23 | 20 | 22 | 23 | 20 |
Bars Traded | 11109 | 5886 | 5223 | 11109 | 5886 | 5223 |
Profit Streak | 15.0748 | 30.5748 | 0 | 15.0748 | 30.5748 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319033 | 166929 | -326728 | -166753 | -104830 | -580215 |
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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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