Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877111.9928 | 758295.9071 | 118816.0857 | 9770077.2628 | 13797833.9773 | -4027756.7146 |
Total P&L (%) | 877.112 | 758.2959 | 118.8161 | 9770.0773 | 13797.834 | -4027.7567 |
Avg Daily Profit (%) | 0.3508 | 0.3033 | 0.0475 | 0.1839 | 0.1976 | 0 |
Buy And Hold Return (%) | 764.0467 | 764.0467 | 764.0467 | 764.0467 | 764.0467 | 764.0467 |
Max Trade Drawdown | -87802 | -47907 | -101228 | -8042161 | -2953697 | -9847760 |
Profit Factor | 1.8088 | 2.4636 | 1.2098 | 1.2276 | 1.7301 | 0.8324 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Losing Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Profitability (%) | 55.3763 | 55.3763 | 55.3763 | 55.3763 | 55.3763 | 55.3763 |
Ratio Avg Win / Avg Loss | 1.4576 | 1.9852 | 0.9749 | 0.9892 | 1.3941 | 0.6708 |
Largest Winning Trade | 176983 | 176983 | 49126 | 4586195 | 4586195 | 2109209 |
Largest Losing Trade | -66267 | -24907 | -66267 | -6545714 | -1656912 | -6545714 |
Avg Bars in Trades | 25 | 25 | 26 | 25 | 25 | 26 |
Avg Bars in Winners | 27 | 25 | 30 | 27 | 25 | 30 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 9656 | 4660 | 4996 | 9656 | 4660 | 4996 |
Profit Streak | 0 | 176.6315 | 0 | 0 | 176.6315 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105172 | -149330 | -295956 | 316572 | 468612 | -579384 |
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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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