Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 774411.054 | 684212.8139 | 90198.2401 | 5366386.6445 | 7700016.6516 | -2333630.0071 |
Total P&L (%) | 774.4111 | 684.2128 | 90.1982 | 5366.3866 | 7700.0167 | -2333.63 |
Avg Daily Profit (%) | 0.3097 | 0.2737 | 0.0361 | 0.1602 | 0.1744 | 0 |
Buy And Hold Return (%) | 727.2972 | 727.2972 | 727.2972 | 727.2972 | 727.2972 | 727.2972 |
Max Trade Drawdown | -82373 | -67131 | -91438 | -4614771 | -2491037 | -4593262 |
Profit Factor | 1.6441 | 2.1283 | 1.1514 | 1.1884 | 1.5676 | 0.8435 |
Total Trades | 431 | 215 | 216 | 431 | 215 | 216 |
Winning Trades | 236 | 122 | 114 | 236 | 122 | 114 |
Losing Trades | 195 | 93 | 102 | 195 | 93 | 102 |
Profitability (%) | 54.7564 | 56.7442 | 52.7778 | 54.7564 | 56.7442 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.3585 | 1.6224 | 1.0302 | 0.982 | 1.195 | 0.7547 |
Largest Winning Trade | 185336 | 185336 | 44305 | 3081019 | 3081019 | 893544 |
Largest Losing Trade | -48323 | -24337 | -48323 | -2331158 | -1007726 | -2331158 |
Avg Bars in Trades | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Winners | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 9711 | 5173 | 4538 | 9711 | 5173 | 4538 |
Profit Streak | 0 | 32.8946 | 0 | 0 | 32.8946 | 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 | -131499 | -150799 | -363308 | -4090 | 424829 | -579565 |
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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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