Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830975.2093 | 736520.6531 | 94454.5562 | 6287969.181 | 6803427.5241 | -515458.3431 |
Total P&L (%) | 830.9752 | 736.5207 | 94.4546 | 6287.9692 | 6803.4275 | -515.4583 |
Avg Daily Profit (%) | 0.3325 | 0.2947 | 0.0378 | 0.1665 | 0.1696 | 0 |
Buy And Hold Return (%) | 787.4021 | 787.4021 | 787.4021 | 787.4021 | 787.4021 | 787.4021 |
Max Trade Drawdown | -77154 | -54434 | -51851 | -3335950 | -1851045 | -1680343 |
Profit Factor | 2.4184 | 3.6593 | 1.3058 | 1.5836 | 2.4215 | 0.9139 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 43.662 | 43.662 | 43.662 | 43.662 | 43.662 | 43.662 |
Ratio Avg Win / Avg Loss | 3.1205 | 4.7217 | 1.6849 | 2.0433 | 3.1245 | 1.1793 |
Largest Winning Trade | 329251 | 329251 | 48001 | 4141371 | 4141371 | 1523325 |
Largest Losing Trade | -27814 | -23404 | -27814 | -1414359 | -727133 | -1414359 |
Avg Bars in Trades | 103 | 105 | 101 | 103 | 105 | 101 |
Avg Bars in Winners | 152 | 156 | 148 | 152 | 156 | 148 |
Avg Bars in Losers | 66 | 66 | 65 | 66 | 66 | 65 |
Bars Traded | 14746 | 7519 | 7227 | 14746 | 7519 | 7227 |
Profit Streak | 0 | 83.7668 | 0 | 0 | 83.7668 | 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 | -136872 | -238983 | -396387 | 309245 | -76473 | -668534 |
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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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