Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1757981.7654 | 1692850.9601 | 65130.8053 | 3909567.9792 | -200070.5365 | 4109638.5156 |
Total P&L (%) | 1757.9818 | 1692.851 | 65.1308 | 3909.568 | -200.0705 | 4109.6385 |
Avg Daily Profit (%) | 0.9787 | 0.9424 | 0.0363 | 0.2057 | 0 | 0.2084 |
Buy And Hold Return (%) | 434.6535 | 434.6535 | 434.6535 | 434.6535 | 434.6535 | 434.6535 |
Max Trade Drawdown | -104601 | -89305 | -69444 | -7632594 | -7177115 | -3657129 |
Profit Factor | 3.4261 | 5.6082 | 1.1823 | 1.1003 | 0.9908 | 1.2368 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 66 | 24 | 42 | 66 | 24 | 42 |
Losing Trades | 112 | 65 | 47 | 112 | 65 | 47 |
Profitability (%) | 37.0787 | 26.9663 | 47.191 | 37.0787 | 26.9663 | 47.191 |
Ratio Avg Win / Avg Loss | 5.814 | 15.1888 | 1.3231 | 1.8671 | 2.6833 | 1.3841 |
Largest Winning Trade | 1209531 | 1209531 | 67352 | 4617214 | 4617214 | 2873642 |
Largest Losing Trade | -37451 | -28030 | -37451 | -2669563 | -1257114 | -2669563 |
Avg Bars in Trades | 118 | 91 | 146 | 118 | 91 | 146 |
Avg Bars in Winners | 243 | 226 | 252 | 243 | 226 | 252 |
Avg Bars in Losers | 45 | 41 | 50 | 45 | 41 | 50 |
Bars Traded | 21113 | 8118 | 12995 | 21113 | 8118 | 12995 |
Profit Streak | 0 | 0 | 18.0751 | 0 | 0 | 18.0751 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489530 | -2250 | -331070 | -105134 | -599465 | 250680 |
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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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