Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 899920.4317 | 806749.7984 | 93170.6333 | 5544678.4428 | 8940282.6532 | -3395604.2104 |
Total P&L (%) | 899.9204 | 806.7498 | 93.1706 | 5544.6784 | 8940.2827 | -3395.6042 |
Avg Daily Profit (%) | 0.36 | 0.3227 | 0.0373 | 0.1615 | 0.1803 | 0 |
Buy And Hold Return (%) | 765.361 | 765.361 | 765.361 | 765.361 | 765.361 | 765.361 |
Max Trade Drawdown | -94558 | -50376 | -117299 | -5239473 | -1056196 | -7696966 |
Profit Factor | 2.3942 | 4.1943 | 1.2371 | 1.3101 | 2.6773 | 0.7295 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 49.7076 | 47.0588 | 52.3256 | 49.7076 | 47.0588 | 52.3256 |
Ratio Avg Win / Avg Loss | 2.4224 | 4.7186 | 1.1272 | 1.3255 | 3.012 | 0.6647 |
Largest Winning Trade | 339128 | 339128 | 49675 | 4271185 | 4271185 | 1272739 |
Largest Losing Trade | -70890 | -18738 | -70890 | -4526275 | -582604 | -4526275 |
Avg Bars in Trades | 55 | 53 | 57 | 55 | 53 | 57 |
Avg Bars in Winners | 70 | 74 | 68 | 70 | 74 | 68 |
Avg Bars in Losers | 39 | 34 | 45 | 39 | 34 | 45 |
Bars Traded | 9440 | 4529 | 4911 | 9440 | 4529 | 4911 |
Profit Streak | 0 | 87.3738 | 0 | 0 | 87.3738 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96332 | -133173 | -309216 | 310883 | 448811 | -580800 |
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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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