Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595617.2596 | 517524.2054 | 78093.0541 | 976440.7364 | 2247209.1951 | -1270768.4587 |
Total P&L (%) | 595.6173 | 517.5242 | 78.0931 | 976.4407 | 2247.2092 | -1270.7685 |
Avg Daily Profit (%) | 0.3681 | 0.3199 | 0.0483 | 0.147 | 0.1952 | 0 |
Buy And Hold Return (%) | 21.4995 | 21.4995 | 21.4995 | 21.4995 | 21.4995 | 21.4995 |
Max Trade Drawdown | -113524 | -162642 | -71975 | -5803364 | -5306003 | -3453676 |
Profit Factor | 1.6872 | 2.1495 | 1.1875 | 1.047 | 1.2026 | 0.8687 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 50.3145 | 50 | 50.6329 | 50.3145 | 50 | 50.6329 |
Ratio Avg Win / Avg Loss | 1.6661 | 2.1495 | 1.1578 | 1.0339 | 1.2026 | 0.847 |
Largest Winning Trade | 126086 | 126086 | 67830 | 3707309 | 3707309 | 1822269 |
Largest Losing Trade | -49050 | -43522 | -49050 | -2070300 | -2070300 | -1930655 |
Avg Bars in Trades | 119 | 104 | 135 | 119 | 104 | 135 |
Avg Bars in Winners | 150 | 133 | 167 | 150 | 133 | 167 |
Avg Bars in Losers | 88 | 75 | 101 | 88 | 75 | 101 |
Bars Traded | 19013 | 8347 | 10666 | 19013 | 8347 | 10666 |
Profit Streak | 0 | 0 | 543.9309 | 0 | 0 | 543.9309 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487621 | -6307 | -171211 | -164365 | -11972 | -606694 |
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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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