Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 890890.4933 | 805377.7355 | 85512.7578 | 4182049.208 | 7080580.0925 | -2898530.8845 |
Total P&L (%) | 890.8905 | 805.3777 | 85.5128 | 4182.0492 | 7080.5801 | -2898.5309 |
Avg Daily Profit (%) | 0.3564 | 0.3222 | 0.0342 | 0.1504 | 0.1711 | 0 |
Buy And Hold Return (%) | 741.575 | 741.575 | 741.575 | 741.575 | 741.575 | 741.575 |
Max Trade Drawdown | -137612 | -68990 | -119166 | -4567146 | -2189691 | -4884644 |
Profit Factor | 1.7684 | 2.4676 | 1.14 | 1.1606 | 1.6016 | 0.797 |
Total Trades | 417 | 209 | 208 | 417 | 209 | 208 |
Winning Trades | 231 | 113 | 118 | 231 | 113 | 118 |
Losing Trades | 186 | 96 | 90 | 186 | 96 | 90 |
Profitability (%) | 55.3957 | 54.067 | 56.7308 | 55.3957 | 54.067 | 56.7308 |
Ratio Avg Win / Avg Loss | 1.4239 | 2.0964 | 0.8695 | 0.9345 | 1.3607 | 0.6079 |
Largest Winning Trade | 329778 | 329778 | 45157 | 3666087 | 3666087 | 868642 |
Largest Losing Trade | -53130 | -26208 | -53130 | -2802313 | -1093529 | -2802313 |
Avg Bars in Trades | 23 | 23 | 22 | 23 | 23 | 22 |
Avg Bars in Winners | 25 | 28 | 23 | 25 | 28 | 23 |
Avg Bars in Losers | 19 | 18 | 21 | 19 | 18 | 21 |
Bars Traded | 9710 | 4980 | 4730 | 9710 | 4980 | 4730 |
Profit Streak | 0 | 0 | 30.6214 | 0 | 0 | 30.6214 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88362 | -123883 | -378903 | -35718 | 397965 | -578554 |
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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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