Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 801993.2481 | 686528.1171 | 115465.1311 | 9669641.5785 | 9908297.4117 | -238655.8332 |
Total P&L (%) | 801.9932 | 686.5281 | 115.4651 | 9669.6416 | 9908.2974 | -238.6558 |
Avg Daily Profit (%) | 0.3209 | 0.2747 | 0.0462 | 0.1835 | 0.1845 | 0 |
Buy And Hold Return (%) | 722.6589 | 722.6589 | 722.6589 | 722.6589 | 722.6589 | 722.6589 |
Max Trade Drawdown | -85996 | -71462 | -80719 | -3750929 | -2494538 | -4294897 |
Profit Factor | 1.9594 | 2.4635 | 1.3147 | 1.4254 | 1.8151 | 0.9774 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 138 | 64 | 74 | 138 | 64 | 74 |
Losing Trades | 133 | 71 | 62 | 133 | 71 | 62 |
Profitability (%) | 50.9225 | 47.4074 | 54.4118 | 50.9225 | 47.4074 | 54.4118 |
Ratio Avg Win / Avg Loss | 1.8884 | 2.733 | 1.1015 | 1.3738 | 2.0137 | 0.8189 |
Largest Winning Trade | 177918 | 177918 | 53965 | 4324916 | 4324916 | 1325162 |
Largest Losing Trade | -50764 | -50764 | -32321 | -2022640 | -1428334 | -2022640 |
Avg Bars in Trades | 54 | 61 | 46 | 54 | 61 | 46 |
Avg Bars in Winners | 56 | 68 | 47 | 56 | 68 | 47 |
Avg Bars in Losers | 50 | 55 | 45 | 50 | 55 | 45 |
Bars Traded | 14639 | 8331 | 6309 | 14639 | 8331 | 6309 |
Profit Streak | 0 | 13.9373 | 0 | 0 | 13.9373 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117293 | -153014 | -296434 | 370234 | 386681 | -580399 |
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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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