Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878225.1145 | 745843.5875 | 132381.527 | 9758792.6498 | 6888106.0538 | 2870686.596 |
Total P&L (%) | 878.2251 | 745.8436 | 132.3815 | 9758.7927 | 6888.1061 | 2870.6866 |
Avg Daily Profit (%) | 0.4217 | 0.3581 | 0.0636 | 0.2207 | 0.2041 | 0.163 |
Buy And Hold Return (%) | 539.4453 | 539.4453 | 539.4453 | 539.4453 | 539.4453 | 539.4453 |
Max Trade Drawdown | -108288 | -97225 | -65919 | -1289702 | -1061306 | -669191 |
Profit Factor | 2.3487 | 3.1951 | 1.4251 | 2.1686 | 2.4858 | 1.7728 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 83 | 36 | 47 | 83 | 36 | 47 |
Losing Trades | 122 | 67 | 55 | 122 | 67 | 55 |
Profitability (%) | 40.4878 | 34.9515 | 46.0784 | 40.4878 | 34.9515 | 46.0784 |
Ratio Avg Win / Avg Loss | 3.4523 | 5.9465 | 1.6677 | 3.1876 | 4.6263 | 2.0745 |
Largest Winning Trade | 398799 | 398799 | 51089 | 4231266 | 4231266 | 1056541 |
Largest Losing Trade | -28137 | -24446 | -28137 | -479006 | -404970 | -479006 |
Avg Bars in Trades | 120 | 107 | 133 | 120 | 107 | 133 |
Avg Bars in Winners | 194 | 185 | 200 | 194 | 185 | 200 |
Avg Bars in Losers | 70 | 65 | 76 | 70 | 65 | 76 |
Bars Traded | 24737 | 11085 | 13652 | 24737 | 11085 | 13652 |
Profit Streak | 0 | 0 | 49.3392 | 0 | 0 | 49.3392 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 86799 | -37378 | -273109 | 349712 | 240436 | 313929 |
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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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