Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 776434.7123 | 685892.0088 | 90542.7036 | 5050882.1942 | 8436238.5104 | -3385356.3162 |
Total P&L (%) | 776.4347 | 685.892 | 90.5427 | 5050.8822 | 8436.2385 | -3385.3563 |
Avg Daily Profit (%) | 0.3106 | 0.2744 | 0.0362 | 0.1578 | 0.178 | 0 |
Buy And Hold Return (%) | 727.5825 | 727.5825 | 727.5825 | 727.5825 | 727.5825 | 727.5825 |
Max Trade Drawdown | -88981 | -69591 | -96353 | -5350968 | -2684605 | -5492822 |
Profit Factor | 1.6228 | 2.0983 | 1.1455 | 1.1661 | 1.6006 | 0.793 |
Total Trades | 442 | 221 | 221 | 442 | 221 | 221 |
Winning Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Losing Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Profitability (%) | 54.9774 | 54.7511 | 55.2036 | 54.9774 | 54.7511 | 55.2036 |
Ratio Avg Win / Avg Loss | 1.3289 | 1.7341 | 0.9295 | 0.955 | 1.3228 | 0.6435 |
Largest Winning Trade | 181286 | 181286 | 44305 | 3985163 | 3985163 | 1002879 |
Largest Losing Trade | -48323 | -28135 | -48323 | -2325525 | -1205807 | -2325525 |
Avg Bars in Trades | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Winners | 23 | 24 | 23 | 23 | 24 | 23 |
Avg Bars in Losers | 19 | 21 | 18 | 19 | 21 | 18 |
Bars Traded | 9764 | 5121 | 4643 | 9764 | 5121 | 4643 |
Profit Streak | 33.28 | 0 | 36.28 | 33.28 | 0 | 36.28 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130170 | -151619 | -369891 | -28022 | 405476 | -578234 |
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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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