Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839942.9961 | 709384.9715 | 130558.0246 | 12769464.6102 | 19103251.5452 | -6333786.935 |
Total P&L (%) | 839.943 | 709.385 | 130.558 | 12769.4646 | 19103.2515 | -6333.7869 |
Avg Daily Profit (%) | 0.3361 | 0.2838 | 0.0522 | 0.1945 | 0.2106 | 0 |
Buy And Hold Return (%) | 944.0902 | 944.0902 | 944.0902 | 944.0902 | 944.0902 | 944.0902 |
Max Trade Drawdown | -118490 | -78753 | -81531 | -27507020 | -13482697 | -14264517 |
Profit Factor | 1.7822 | 2.3101 | 1.2453 | 1.2147 | 1.6578 | 0.792 |
Total Trades | 341 | 171 | 170 | 341 | 171 | 170 |
Winning Trades | 167 | 86 | 81 | 167 | 86 | 81 |
Losing Trades | 174 | 85 | 89 | 174 | 85 | 89 |
Profitability (%) | 48.9736 | 50.2924 | 47.6471 | 48.9736 | 50.2924 | 47.6471 |
Ratio Avg Win / Avg Loss | 1.857 | 2.2833 | 1.3683 | 1.2656 | 1.6385 | 0.8702 |
Largest Winning Trade | 172603 | 172603 | 62133 | 9083141 | 9083141 | 3279546 |
Largest Losing Trade | -29456 | -27508 | -29456 | -8706412 | -5836083 | -8706412 |
Avg Bars in Trades | 43 | 46 | 39 | 43 | 46 | 39 |
Avg Bars in Winners | 57 | 57 | 56 | 57 | 57 | 56 |
Avg Bars in Losers | 29 | 34 | 24 | 29 | 34 | 24 |
Bars Traded | 14695 | 7901 | 6795 | 14695 | 7901 | 6795 |
Profit Streak | 6.2109 | 10.7109 | 0 | 6.2109 | 10.7109 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151119 | -151599 | -289765 | 346731 | 442564 | -581358 |
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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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