Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 881328.7153 | 791077.4194 | 90251.2959 | 5242088.6843 | 7129433.3011 | -1887344.6167 |
Total P&L (%) | 881.3287 | 791.0774 | 90.2513 | 5242.0887 | 7129.4333 | -1887.3446 |
Avg Daily Profit (%) | 0.3526 | 0.3165 | 0.0361 | 0.1593 | 0.1714 | 0 |
Buy And Hold Return (%) | 888.1135 | 888.1135 | 888.1135 | 888.1135 | 888.1135 | 888.1135 |
Max Trade Drawdown | -102499 | -60479 | -104898 | -4197380 | -1192508 | -4774855 |
Profit Factor | 2.008 | 2.8411 | 1.203 | 1.2908 | 1.8947 | 0.8124 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 159 | 74 | 85 | 159 | 74 | 85 |
Losing Trades | 165 | 88 | 77 | 165 | 88 | 77 |
Profitability (%) | 49.0741 | 45.679 | 52.4691 | 49.0741 | 45.679 | 52.4691 |
Ratio Avg Win / Avg Loss | 2.0837 | 3.3787 | 1.0897 | 1.3395 | 2.2531 | 0.7359 |
Largest Winning Trade | 330631 | 330631 | 44495 | 3533186 | 3533186 | 866424 |
Largest Losing Trade | -63804 | -23587 | -63804 | -3173736 | -661793 | -3173736 |
Avg Bars in Trades | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Winners | 61 | 64 | 59 | 61 | 64 | 59 |
Avg Bars in Losers | 29 | 25 | 34 | 29 | 25 | 34 |
Bars Traded | 14725 | 7030 | 7695 | 14725 | 7030 | 7695 |
Profit Streak | 30.9609 | 0 | 34.7942 | 30.9609 | 0 | 34.7942 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150745 | -152707 | -309336 | 318959 | 360119 | -579172 |
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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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