Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 887295.4867 | 787859.4727 | 99436.0139 | 7136606.5384 | 9979772.9633 | -2843166.4249 |
Total P&L (%) | 887.2955 | 787.8595 | 99.436 | 7136.6065 | 9979.773 | -2843.1664 |
Avg Daily Profit (%) | 0.355 | 0.3152 | 0.0398 | 0.1715 | 0.1848 | 0 |
Buy And Hold Return (%) | 905.0997 | 905.0997 | 905.0997 | 905.0997 | 905.0997 | 905.0997 |
Max Trade Drawdown | -86948 | -50066 | -93865 | -3704849 | -1403184 | -5744507 |
Profit Factor | 2.506 | 3.9578 | 1.308 | 1.4603 | 2.7917 | 0.7138 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 49.5868 | 49.1803 | 50 | 49.5868 | 49.1803 | 50 |
Ratio Avg Win / Avg Loss | 2.5478 | 4.0897 | 1.308 | 1.4847 | 2.8848 | 0.7138 |
Largest Winning Trade | 346081 | 346081 | 49248 | 5780897 | 5780897 | 774205 |
Largest Losing Trade | -53941 | -25213 | -53941 | -2899492 | -729704 | -2899492 |
Avg Bars in Trades | 119 | 122 | 116 | 119 | 122 | 116 |
Avg Bars in Winners | 148 | 151 | 146 | 148 | 151 | 146 |
Avg Bars in Losers | 90 | 94 | 86 | 90 | 94 | 86 |
Bars Traded | 14475 | 7477 | 6998 | 14475 | 7477 | 6998 |
Profit Streak | 73.0953 | 163.762 | 0 | 73.0953 | 163.762 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150919 | -310369 | -474580 | 344735 | -147409 | -749958 |
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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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