Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804256.4911 | 659876.8037 | 144379.6874 | 2873866.9886 | 3417348.5568 | -543481.5682 |
Total P&L (%) | 804.2565 | 659.8768 | 144.3797 | 2873.867 | 3417.3486 | -543.4816 |
Avg Daily Profit (%) | 0.3861 | 0.3168 | 0.0693 | 0.163 | 0.1711 | 0 |
Buy And Hold Return (%) | 47.3475 | 47.3475 | 47.3475 | 47.3475 | 47.3475 | 47.3475 |
Max Trade Drawdown | -130877 | -118477 | -95054 | -6247276 | -2916541 | -5222547 |
Profit Factor | 1.9284 | 2.6187 | 1.3148 | 1.1258 | 1.3223 | 0.9556 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Losing Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Profitability (%) | 53.5294 | 55.2941 | 51.7647 | 53.5294 | 55.2941 | 51.7647 |
Ratio Avg Win / Avg Loss | 1.6741 | 2.1173 | 1.2252 | 0.9774 | 1.0691 | 0.8904 |
Largest Winning Trade | 325029 | 325029 | 55626 | 2364350 | 2364350 | 1071550 |
Largest Losing Trade | -54634 | -42592 | -54634 | -3886001 | -1377832 | -3886001 |
Avg Bars in Trades | 143 | 121 | 166 | 143 | 121 | 166 |
Avg Bars in Winners | 170 | 131 | 212 | 170 | 131 | 212 |
Avg Bars in Losers | 113 | 109 | 116 | 113 | 109 | 116 |
Bars Traded | 24478 | 10350 | 14128 | 24478 | 10350 | 14128 |
Profit Streak | 9.2966 | 9.2966 | 21.2133 | 9.2966 | 9.2966 | 21.2133 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 567018 | 542038 | -102820 | -73597 | 325319 | -580324 |
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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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