Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 873218.991 | 753112.0308 | 120106.9602 | 9379640.7346 | 14386308.1312 | -5006667.3966 |
Total P&L (%) | 873.219 | 753.112 | 120.107 | 9379.6407 | 14386.3081 | -5006.6674 |
Avg Daily Profit (%) | 0.3493 | 0.3012 | 0.048 | 0.1822 | 0.1992 | 0 |
Buy And Hold Return (%) | 781.0582 | 781.0582 | 781.0582 | 781.0582 | 781.0582 | 781.0582 |
Max Trade Drawdown | -90120 | -54317 | -111675 | -9516345 | -4650993 | -11552486 |
Profit Factor | 1.812 | 2.4864 | 1.2112 | 1.1773 | 1.6121 | 0.8297 |
Total Trades | 369 | 184 | 185 | 369 | 184 | 185 |
Winning Trades | 205 | 104 | 101 | 205 | 104 | 101 |
Losing Trades | 164 | 80 | 84 | 164 | 80 | 84 |
Profitability (%) | 55.5556 | 56.5217 | 54.5946 | 55.5556 | 56.5217 | 54.5946 |
Ratio Avg Win / Avg Loss | 1.4496 | 1.9127 | 1.0073 | 0.9418 | 1.2401 | 0.6901 |
Largest Winning Trade | 176983 | 176983 | 49126 | 4933821 | 4933821 | 3030029 |
Largest Losing Trade | -66926 | -24907 | -66926 | -7619210 | -2198369 | -7619210 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 27 | 25 | 30 | 27 | 25 | 30 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 9732 | 4644 | 5088 | 9732 | 4644 | 5088 |
Profit Streak | 0 | 169.8137 | 0 | 0 | 169.8137 | 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 | -114501 | -149165 | -293705 | -16372 | 465913 | -579491 |
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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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