Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1061315.7624 | 893304.1544 | 168011.608 | 28765163.6607 | 38838371.4245 | -10073207.7638 |
Total P&L (%) | 1061.3158 | 893.3042 | 168.0116 | 28765.1637 | 38838.3714 | -10073.2078 |
Avg Daily Profit (%) | 0.4242 | 0.357 | 0.0672 | 0.2267 | 0.2387 | 0 |
Buy And Hold Return (%) | 688.265 | 688.265 | 688.265 | 688.265 | 688.265 | 688.265 |
Max Trade Drawdown | -86808 | -55463 | -69291 | -30684060 | -19126664 | -21662837 |
Profit Factor | 2.5707 | 3.2104 | 1.6187 | 1.3769 | 1.898 | 0.6954 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 41.2429 | 41.573 | 40.9091 | 41.2429 | 41.573 | 40.9091 |
Ratio Avg Win / Avg Loss | 3.6623 | 4.5119 | 2.3381 | 1.9616 | 2.6674 | 1.0044 |
Largest Winning Trade | 328900 | 328900 | 47740 | 37426447 | 37426447 | 4671299 |
Largest Losing Trade | -30647 | -30647 | -21138 | -10142774 | -9588519 | -10142774 |
Avg Bars in Trades | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Winners | 65 | 59 | 71 | 65 | 59 | 71 |
Avg Bars in Losers | 24 | 31 | 18 | 24 | 31 | 18 |
Bars Traded | 7370 | 3870 | 3501 | 7370 | 3870 | 3501 |
Profit Streak | 0 | 0 | 90.4981 | 0 | 0 | 90.4981 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 87650 | -61173 | -269280 | 268281 | 301614 | -582406 |
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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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