Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 815832.1462 | 723315.7248 | 92516.4215 | 2937132.6425 | -7893010.0577 | 10830142.7001 |
Total P&L (%) | 815.8321 | 723.3157 | 92.5164 | 2937.1326 | -7893.0101 | 10830.1427 |
Avg Daily Profit (%) | 0.3917 | 0.3473 | 0.0444 | 0.164 | 0 | 0.2256 |
Buy And Hold Return (%) | 115.4303 | 115.4303 | 115.4303 | 115.4303 | 115.4303 | 115.4303 |
Max Trade Drawdown | -127143 | -142241 | -15652 | -51742654 | -54562687 | -1302274 |
Profit Factor | 2.167 | 2.131 | 2.5543 | 1.0264 | 0.9255 | 2.9541 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 126 | 65 | 61 | 126 | 65 | 61 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 72.8324 | 75.5814 | 70.1149 | 72.8324 | 75.5814 | 70.1149 |
Ratio Avg Win / Avg Loss | 0.8083 | 0.6885 | 1.0887 | 0.3828 | 0.299 | 1.2591 |
Largest Winning Trade | 201060 | 201060 | 9638 | 10738645 | 10738645 | 2180720 |
Largest Losing Trade | -74531 | -74531 | -10753 | -22958845 | -22958845 | -1302274 |
Avg Bars in Trades | 138 | 275 | 2 | 138 | 275 | 2 |
Avg Bars in Winners | 80 | 154 | 1 | 80 | 154 | 1 |
Avg Bars in Losers | 292 | 647 | 4 | 292 | 647 | 4 |
Bars Traded | 23902 | 23674 | 228 | 23902 | 23674 | 228 |
Profit Streak | 51.7002 | 51.7836 | 51.7002 | 51.7002 | 51.7836 | 51.7002 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 589123 | 516245 | -291769 | -180127 | -576520 | 598195 |
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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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