Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 885314.0914 | 858309.8788 | 27004.2125 | 855000.3161 | 1663642.0403 | -808641.7241 |
Total P&L (%) | 885.3141 | 858.3099 | 27.0042 | 855.0003 | 1663.642 | -808.6417 |
Avg Daily Profit (%) | 0.4858 | 0.471 | 0.0148 | 0.1239 | 0.1576 | 0 |
Buy And Hold Return (%) | 343.0749 | 343.0749 | 343.0749 | 343.0749 | 343.0749 | 343.0749 |
Max Trade Drawdown | -218322 | -87329 | -155615 | -1915137 | -1564441 | -1248413 |
Profit Factor | 1.8476 | 2.6023 | 1.0531 | 1.0915 | 1.3427 | 0.8197 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Profitability (%) | 43.8776 | 43.8776 | 43.8776 | 43.8776 | 43.8776 | 43.8776 |
Ratio Avg Win / Avg Loss | 2.3632 | 3.3285 | 1.3469 | 1.3962 | 1.7174 | 1.0485 |
Largest Winning Trade | 334377 | 334377 | 75506 | 1525400 | 1525400 | 577789 |
Largest Losing Trade | -63589 | -42090 | -63589 | -510596 | -503969 | -510596 |
Avg Bars in Trades | 109 | 99 | 119 | 109 | 99 | 119 |
Avg Bars in Winners | 169 | 153 | 186 | 169 | 153 | 186 |
Avg Bars in Losers | 62 | 56 | 68 | 62 | 56 | 68 |
Bars Traded | 21492 | 9736 | 11756 | 21492 | 9736 | 11756 |
Profit Streak | 0 | 53.0706 | 0 | 0 | 53.0706 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329331 | 347469 | -503652 | -151966 | 199922 | -581785 |
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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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