Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1017285.8957 | 830905.9005 | 186379.9953 | 12003307.0596 | 2669317.2103 | 9333989.8493 |
Total P&L (%) | 1017.2859 | 830.9059 | 186.38 | 12003.3071 | 2669.3172 | 9333.9898 |
Avg Daily Profit (%) | 0.4885 | 0.399 | 0.0895 | 0.2306 | 0.1596 | 0.2186 |
Buy And Hold Return (%) | 124.8447 | 124.8447 | 124.8447 | 124.8447 | 124.8447 | 124.8447 |
Max Trade Drawdown | -91842 | -64289 | -118343 | -5876191 | -3260211 | -3251476 |
Profit Factor | 2.1511 | 2.9583 | 1.4056 | 1.5286 | 1.2133 | 1.9157 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 56.6038 | 56.25 | 56.962 | 56.6038 | 56.25 | 56.962 |
Ratio Avg Win / Avg Loss | 1.6492 | 2.3009 | 1.062 | 1.1719 | 0.9437 | 1.4474 |
Largest Winning Trade | 230272 | 230272 | 68796 | 3418650 | 1522888 | 3418650 |
Largest Losing Trade | -41157 | -40013 | -41157 | -3241123 | -1737130 | -3241123 |
Avg Bars in Trades | 155 | 133 | 176 | 155 | 133 | 176 |
Avg Bars in Winners | 184 | 170 | 199 | 184 | 170 | 199 |
Avg Bars in Losers | 115 | 86 | 146 | 115 | 86 | 146 |
Bars Traded | 24647 | 10673 | 13974 | 24647 | 10673 | 13974 |
Profit Streak | 0 | 0 | 136.6309 | 0 | 0 | 136.6309 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 586238 | -3489 | -109509 | 412879 | -13068 | -13607 |
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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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