Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 944197.6378 | 788444.7918 | 155752.846 | 21452070.1397 | 17694780.2249 | 3757289.9148 |
Total P&L (%) | 944.1976 | 788.4448 | 155.7528 | 21452.0701 | 17694.7802 | 3757.2899 |
Avg Daily Profit (%) | 0.3776 | 0.3153 | 0.0623 | 0.2151 | 0.2074 | 0.1462 |
Buy And Hold Return (%) | 755.1898 | 755.1898 | 755.1898 | 755.1898 | 755.1898 | 755.1898 |
Max Trade Drawdown | -97951 | -75246 | -66854 | -4313822 | -2523750 | -3606301 |
Profit Factor | 1.9067 | 2.4047 | 1.3244 | 1.7251 | 2.2131 | 1.2505 |
Total Trades | 347 | 173 | 174 | 347 | 173 | 174 |
Winning Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Losing Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Profitability (%) | 54.4669 | 54.3353 | 54.5977 | 54.4669 | 54.3353 | 54.5977 |
Ratio Avg Win / Avg Loss | 1.5939 | 2.021 | 1.1014 | 1.4421 | 1.86 | 1.0399 |
Largest Winning Trade | 214947 | 214947 | 45395 | 6311819 | 6311819 | 2066963 |
Largest Losing Trade | -38885 | -38885 | -27254 | -2563337 | -1497675 | -2563337 |
Avg Bars in Trades | 21 | 22 | 19 | 21 | 22 | 19 |
Avg Bars in Winners | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Losers | 19 | 21 | 16 | 19 | 21 | 16 |
Bars Traded | 7315 | 3953 | 3362 | 7315 | 3953 | 3362 |
Profit Streak | 0 | 8.4386 | 0 | 0 | 8.4386 | 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 | -72066 | -136611 | -274064 | 467879 | 510295 | 78646 |
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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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