Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 812932.7637 | 704939.898 | 107992.8657 | 7692653.9389 | 9806671.7226 | -2114017.7837 |
Total P&L (%) | 812.9328 | 704.9399 | 107.9929 | 7692.6539 | 9806.6717 | -2114.0178 |
Avg Daily Profit (%) | 0.3238 | 0.2808 | 0.043 | 0.1737 | 0.1832 | 0 |
Buy And Hold Return (%) | 699.7953 | 699.7953 | 699.7953 | 699.7953 | 699.7953 | 699.7953 |
Max Trade Drawdown | -112733 | -63313 | -74536 | -5139581 | -2417626 | -4879926 |
Profit Factor | 2.4723 | 3.7199 | 1.3686 | 1.377 | 2.0389 | 0.8072 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 50.8475 | 52.5424 | 49.1525 | 50.8475 | 52.5424 | 49.1525 |
Ratio Avg Win / Avg Loss | 2.3899 | 3.3599 | 1.4158 | 1.3311 | 1.8416 | 0.8351 |
Largest Winning Trade | 173523 | 173523 | 52824 | 3277104 | 3277104 | 1086064 |
Largest Losing Trade | -53024 | -29633 | -53024 | -3550294 | -1539121 | -3550294 |
Avg Bars in Trades | 82 | 92 | 72 | 82 | 92 | 72 |
Avg Bars in Winners | 103 | 101 | 105 | 103 | 101 | 105 |
Avg Bars in Losers | 61 | 82 | 41 | 61 | 82 | 41 |
Bars Traded | 9749 | 5445 | 4304 | 9749 | 5445 | 4304 |
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 | -101249 | -324256 | -477736 | 316432 | -164581 | -757787 |
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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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