Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704524.8633 | 633699.3497 | 70825.5136 | 1303519.6483 | 1759053.1113 | -455533.4629 |
Total P&L (%) | 704.5249 | 633.6994 | 70.8255 | 1303.5196 | 1759.0531 | -455.5335 |
Avg Daily Profit (%) | 0.3383 | 0.3042 | 0.034 | 0.1269 | 0.1404 | 0 |
Buy And Hold Return (%) | 205.1495 | 205.1495 | 205.1495 | 205.1495 | 205.1495 | 205.1495 |
Max Trade Drawdown | -123807 | -74234 | -100504 | -5290337 | -2718906 | -4573398 |
Profit Factor | 1.6456 | 2.2282 | 1.1231 | 1.041 | 1.1136 | 0.972 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 101 | 52 | 49 | 101 | 52 | 49 |
Losing Trades | 114 | 55 | 59 | 114 | 55 | 59 |
Profitability (%) | 46.9767 | 48.5981 | 45.3704 | 46.9767 | 48.5981 | 45.3704 |
Ratio Avg Win / Avg Loss | 1.8574 | 2.3567 | 1.3523 | 1.175 | 1.1778 | 1.1704 |
Largest Winning Trade | 157776 | 157776 | 47643 | 2442958 | 2442958 | 2102346 |
Largest Losing Trade | -42938 | -35459 | -42938 | -2240240 | -1512906 | -2240240 |
Avg Bars in Trades | 114 | 99 | 130 | 114 | 99 | 130 |
Avg Bars in Winners | 138 | 107 | 169 | 138 | 107 | 169 |
Avg Bars in Losers | 94 | 91 | 96 | 94 | 91 | 96 |
Bars Traded | 24689 | 10644 | 14045 | 24689 | 10644 | 14045 |
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 | 344163 | 335622 | -400429 | -199059 | -101556 | -581178 |
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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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