Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 867988.537 | 763167.0932 | 104821.4438 | 5309938.8791 | 6259090.9181 | -949152.039 |
Total P&L (%) | 867.9885 | 763.1671 | 104.8214 | 5309.9389 | 6259.0909 | -949.152 |
Avg Daily Profit (%) | 0.4753 | 0.4179 | 0.0574 | 0.2188 | 0.2277 | 0 |
Buy And Hold Return (%) | 673.2122 | 673.2122 | 673.2122 | 673.2122 | 673.2122 | 673.2122 |
Max Trade Drawdown | -122137 | -46356 | -126252 | -5810446 | -3528630 | -3420230 |
Profit Factor | 2.017 | 3.1762 | 1.2085 | 1.2067 | 1.5255 | 0.9311 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 47.8495 | 45.1613 | 50.5376 | 47.8495 | 45.1613 | 50.5376 |
Ratio Avg Win / Avg Loss | 2.1983 | 3.8568 | 1.1828 | 1.3151 | 1.8524 | 0.9113 |
Largest Winning Trade | 244670 | 244670 | 57680 | 4203479 | 4203479 | 1696849 |
Largest Losing Trade | -59875 | -22320 | -59875 | -2021236 | -1726117 | -2021236 |
Avg Bars in Trades | 115 | 106 | 123 | 115 | 106 | 123 |
Avg Bars in Winners | 167 | 155 | 178 | 167 | 155 | 178 |
Avg Bars in Losers | 67 | 67 | 68 | 67 | 67 | 68 |
Bars Traded | 21469 | 9950 | 11519 | 21469 | 9950 | 11519 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61404 | -110424 | -282759 | 282578 | 311748 | -581014 |
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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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