Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 935370.1963 | 837888.1851 | 97482.0112 | 5816669.5969 | 8921380.021 | -3104710.4241 |
Total P&L (%) | 935.3702 | 837.8882 | 97.482 | 5816.6696 | 8921.38 | -3104.7104 |
Avg Daily Profit (%) | 0.3742 | 0.3352 | 0.039 | 0.1634 | 0.1803 | 0 |
Buy And Hold Return (%) | 711.0657 | 711.0657 | 711.0657 | 711.0657 | 711.0657 | 711.0657 |
Max Trade Drawdown | -81921 | -62001 | -97082 | -4444697 | -1383671 | -6165637 |
Profit Factor | 2.154 | 3.1431 | 1.2323 | 1.2839 | 2.1051 | 0.75 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 139 | 60 | 79 | 139 | 60 | 79 |
Losing Trades | 146 | 83 | 63 | 146 | 83 | 63 |
Profitability (%) | 48.7719 | 41.958 | 55.6338 | 48.7719 | 41.958 | 55.6338 |
Ratio Avg Win / Avg Loss | 2.2624 | 4.348 | 0.9827 | 1.3485 | 2.9121 | 0.5981 |
Largest Winning Trade | 341785 | 341785 | 56020 | 5295357 | 5295357 | 1231762 |
Largest Losing Trade | -64560 | -21435 | -64560 | -3600128 | -846921 | -3600128 |
Avg Bars in Trades | 51 | 48 | 55 | 51 | 48 | 55 |
Avg Bars in Winners | 73 | 81 | 66 | 73 | 81 | 66 |
Avg Bars in Losers | 31 | 23 | 41 | 31 | 23 | 41 |
Bars Traded | 14768 | 6889 | 7879 | 14768 | 6889 | 7879 |
Profit Streak | 0 | 0 | 10.2073 | 0 | 0 | 10.2073 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53000 | -98392 | -307365 | 314032 | 308506 | -579567 |
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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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