Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 922800.6672 | 792136.5673 | 130664.0999 | 12164092.9955 | 11378020.4782 | 786072.5173 |
Total P&L (%) | 922.8007 | 792.1366 | 130.6641 | 12164.093 | 11378.0205 | 786.0725 |
Avg Daily Profit (%) | 0.3691 | 0.3168 | 0.0523 | 0.1925 | 0.1899 | 0.0873 |
Buy And Hold Return (%) | 715.5482 | 715.5482 | 715.5482 | 715.5482 | 715.5482 | 715.5482 |
Max Trade Drawdown | -120129 | -67142 | -136237 | -3729267 | -3203508 | -1845135 |
Profit Factor | 2.0595 | 3.0187 | 1.2731 | 2.1016 | 2.902 | 1.1553 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Losing Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Profitability (%) | 51.9149 | 51.2821 | 52.5424 | 51.9149 | 51.2821 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.9076 | 2.8677 | 1.1499 | 1.9465 | 2.7569 | 1.0435 |
Largest Winning Trade | 319008 | 319008 | 49680 | 6620895 | 6620895 | 2017874 |
Largest Losing Trade | -46740 | -20498 | -46740 | -1502258 | -1502258 | -832415 |
Avg Bars in Trades | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Winners | 46 | 47 | 46 | 46 | 47 | 46 |
Avg Bars in Losers | 35 | 39 | 32 | 35 | 39 | 32 |
Bars Traded | 9777 | 5098 | 4679 | 9777 | 5098 | 4679 |
Profit Streak | 0 | 26.9227 | 0 | 0 | 26.9227 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60791 | -117211 | -288895 | 484132 | 502426 | -260681 |
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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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