Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 843133.7236 | 768653.6649 | 74480.0587 | 4051824.3231 | 5834483.3023 | -1782658.9792 |
Total P&L (%) | 843.1337 | 768.6537 | 74.4801 | 4051.8243 | 5834.4833 | -1782.659 |
Avg Daily Profit (%) | 0.3373 | 0.3075 | 0.0298 | 0.1492 | 0.1635 | 0 |
Buy And Hold Return (%) | 885.7541 | 885.7541 | 885.7541 | 885.7541 | 885.7541 | 885.7541 |
Max Trade Drawdown | -99665 | -73029 | -95591 | -3291715 | -1907084 | -4316811 |
Profit Factor | 1.8101 | 2.3803 | 1.1539 | 1.2006 | 1.5729 | 0.8219 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 164 | 78 | 86 | 164 | 78 | 86 |
Losing Trades | 186 | 97 | 89 | 186 | 97 | 89 |
Profitability (%) | 46.8571 | 44.5714 | 49.1429 | 46.8571 | 44.5714 | 49.1429 |
Ratio Avg Win / Avg Loss | 2.0529 | 2.9601 | 1.1942 | 1.3617 | 1.956 | 0.8506 |
Largest Winning Trade | 317405 | 317405 | 48491 | 4404666 | 4404666 | 779584 |
Largest Losing Trade | -55556 | -24397 | -55556 | -2413950 | -853808 | -2413950 |
Avg Bars in Trades | 42 | 43 | 40 | 42 | 43 | 40 |
Avg Bars in Winners | 56 | 60 | 53 | 56 | 60 | 53 |
Avg Bars in Losers | 29 | 30 | 27 | 29 | 30 | 27 |
Bars Traded | 14730 | 7681 | 7049 | 14730 | 7681 | 7049 |
Profit Streak | 35.2367 | 0 | 37.07 | 35.2367 | 0 | 37.07 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151982 | -154036 | -369505 | 195854 | 308261 | -580206 |
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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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