Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2085789.1892 | 2083633.1645 | 2156.0247 | 428486.8998 | 1503426.0244 | -1074939.1246 |
Total P&L (%) | 2085.7892 | 2083.6332 | 2.156 | 428.4869 | 1503.426 | -1074.9391 |
Avg Daily Profit (%) | 1.0012 | 1.0001 | 0.001 | 0.0799 | 0.1333 | 0 |
Buy And Hold Return (%) | 431.8716 | 431.8716 | 431.8716 | 431.8716 | 431.8716 | 431.8716 |
Max Trade Drawdown | -185366 | -99015 | -143033 | -2802358 | -1225995 | -1753653 |
Profit Factor | 2.8214 | 4.8614 | 1.0036 | 1.0585 | 1.498 | 0.7504 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 117 | 55 | 62 | 117 | 55 | 62 |
Losing Trades | 144 | 76 | 68 | 144 | 76 | 68 |
Profitability (%) | 44.8276 | 41.9847 | 47.6923 | 44.8276 | 41.9847 | 47.6923 |
Ratio Avg Win / Avg Loss | 3.4725 | 6.7175 | 1.1007 | 1.3028 | 2.07 | 0.823 |
Largest Winning Trade | 1973617 | 1973617 | 42483 | 2254550 | 2254550 | 507818 |
Largest Losing Trade | -44791 | -44791 | -40571 | -1242493 | -507662 | -1242493 |
Avg Bars in Trades | 94 | 93 | 95 | 94 | 93 | 95 |
Avg Bars in Winners | 128 | 131 | 125 | 128 | 131 | 125 |
Avg Bars in Losers | 66 | 65 | 68 | 66 | 65 | 68 |
Bars Traded | 24665 | 12235 | 12430 | 24665 | 12235 | 12430 |
Profit Streak | 0 | 0 | 26.932 | 0 | 0 | 26.932 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 597427 | 583922 | -574379 | -408821 | -18290 | -581343 |
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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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