Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966728.888 | 847624.1032 | 119104.7848 | 10769426.7763 | 12832287.8507 | -2062861.0743 |
Total P&L (%) | 966.7289 | 847.6241 | 119.1048 | 10769.4268 | 12832.2879 | -2062.8611 |
Avg Daily Profit (%) | 0.3868 | 0.3392 | 0.0477 | 0.1878 | 0.1947 | 0 |
Buy And Hold Return (%) | 945.3417 | 945.3417 | 945.3417 | 945.3417 | 945.3417 | 945.3417 |
Max Trade Drawdown | -109563 | -71002 | -67617 | -3971482 | -2506934 | -4488490 |
Profit Factor | 2.169 | 3.0796 | 1.284 | 1.3409 | 1.8741 | 0.878 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 116 | 59 | 57 | 116 | 59 | 57 |
Losing Trades | 132 | 65 | 67 | 132 | 65 | 67 |
Profitability (%) | 46.7742 | 47.5806 | 45.9677 | 46.7742 | 47.5806 | 45.9677 |
Ratio Avg Win / Avg Loss | 2.4682 | 3.3927 | 1.5093 | 1.5258 | 2.0647 | 1.0321 |
Largest Winning Trade | 336006 | 336006 | 47465 | 6892642 | 6892642 | 2049020 |
Largest Losing Trade | -26562 | -21818 | -26562 | -1279307 | -1162040 | -1279307 |
Avg Bars in Trades | 59 | 59 | 59 | 59 | 59 | 59 |
Avg Bars in Winners | 76 | 79 | 73 | 76 | 79 | 73 |
Avg Bars in Losers | 44 | 41 | 47 | 44 | 41 | 47 |
Bars Traded | 14741 | 7346 | 7395 | 14741 | 7346 | 7395 |
Profit Streak | 0 | 88.16 | 0 | 0 | 88.16 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144935 | -150383 | -295735 | 339164 | 425997 | -580904 |
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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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