Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 967886.552 | 879685.0444 | 88201.5076 | 5379886.0449 | 12784991.5036 | -7405105.4587 |
Total P&L (%) | 967.8866 | 879.685 | 88.2015 | 5379.886 | 12784.9915 | -7405.1055 |
Avg Daily Profit (%) | 0.3872 | 0.3519 | 0.0353 | 0.1603 | 0.1945 | 0 |
Buy And Hold Return (%) | 854.2449 | 854.2449 | 854.2449 | 854.2449 | 854.2449 | 854.2449 |
Max Trade Drawdown | -103610 | -67896 | -109586 | -7985060 | -3342035 | -9921360 |
Profit Factor | 1.9382 | 2.6794 | 1.1737 | 1.1219 | 1.6166 | 0.6836 |
Total Trades | 321 | 160 | 161 | 321 | 160 | 161 |
Winning Trades | 169 | 83 | 86 | 169 | 83 | 86 |
Losing Trades | 152 | 77 | 75 | 152 | 77 | 75 |
Profitability (%) | 52.648 | 51.875 | 53.4161 | 52.648 | 51.875 | 53.4161 |
Ratio Avg Win / Avg Loss | 1.7432 | 2.4858 | 1.0235 | 1.009 | 1.4998 | 0.5962 |
Largest Winning Trade | 335355 | 335355 | 47574 | 8900592 | 8900592 | 1785706 |
Largest Losing Trade | -50791 | -31878 | -50791 | -3812072 | -1406589 | -3812072 |
Avg Bars in Trades | 30 | 31 | 28 | 30 | 31 | 28 |
Avg Bars in Winners | 33 | 34 | 32 | 33 | 34 | 32 |
Avg Bars in Losers | 26 | 28 | 24 | 26 | 28 | 24 |
Bars Traded | 9710 | 5072 | 4638 | 9710 | 5072 | 4638 |
Profit Streak | 48.6063 | 0 | 79.1063 | 48.6063 | 0 | 79.1063 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108487 | -141539 | -339068 | -76647 | 376779 | -578806 |
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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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