Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859464.5084 | 771191.456 | 88273.0524 | 5670816.2942 | 6741115.1325 | -1070298.8383 |
Total P&L (%) | 859.4645 | 771.1915 | 88.2731 | 5670.8163 | 6741.1151 | -1070.2988 |
Avg Daily Profit (%) | 0.3438 | 0.3085 | 0.0353 | 0.1623 | 0.1692 | 0 |
Buy And Hold Return (%) | 871.7141 | 871.7141 | 871.7141 | 871.7141 | 871.7141 | 871.7141 |
Max Trade Drawdown | -138207 | -83584 | -78858 | -2432614 | -1342797 | -2378815 |
Profit Factor | 2.1134 | 3.1345 | 1.215 | 1.3724 | 1.9916 | 0.873 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Losing Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Profitability (%) | 49.5413 | 48.6239 | 50.4587 | 49.5413 | 48.6239 | 50.4587 |
Ratio Avg Win / Avg Loss | 2.1526 | 3.3119 | 1.1929 | 1.3979 | 2.1043 | 0.8571 |
Largest Winning Trade | 311475 | 311475 | 48287 | 3657674 | 3657674 | 1002163 |
Largest Losing Trade | -28244 | -18525 | -28244 | -745745 | -726757 | -745745 |
Avg Bars in Trades | 45 | 44 | 46 | 45 | 44 | 46 |
Avg Bars in Winners | 57 | 59 | 55 | 57 | 59 | 55 |
Avg Bars in Losers | 32 | 29 | 36 | 32 | 29 | 36 |
Bars Traded | 9829 | 4796 | 5033 | 9829 | 4796 | 5033 |
Profit Streak | 0 | 86.9093 | 0 | 0 | 86.9093 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151529 | -150259 | -312145 | 319512 | 436388 | -580982 |
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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) |
---|