Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 808315.4469 | 767563.7088 | 40751.738 | 4254173.286 | 13367518.1833 | -9113344.8973 |
Total P&L (%) | 808.3154 | 767.5637 | 40.7517 | 4254.1733 | 13367.5182 | -9113.3449 |
Avg Daily Profit (%) | 0.4479 | 0.4253 | 0.0226 | 0.2093 | 0.272 | 0 |
Buy And Hold Return (%) | 1057.6066 | 1057.6066 | 1057.6066 | 1057.6066 | 1057.6066 | 1057.6066 |
Max Trade Drawdown | -177995 | -103413 | -261891 | -16907210 | -6324479 | -23720233 |
Profit Factor | 1.7842 | 2.7327 | 1.0693 | 1.0607 | 1.4616 | 0.7786 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 119 | 64 | 55 | 119 | 64 | 55 |
Losing Trades | 125 | 58 | 67 | 125 | 58 | 67 |
Profitability (%) | 48.7705 | 52.459 | 45.082 | 48.7705 | 52.459 | 45.082 |
Ratio Avg Win / Avg Loss | 1.8741 | 2.4765 | 1.3026 | 1.1142 | 1.3246 | 0.9484 |
Largest Winning Trade | 220514 | 220514 | 76524 | 6412746 | 4202905 | 6412746 |
Largest Losing Trade | -29940 | -29940 | -29561 | -3357978 | -3280076 | -3357978 |
Avg Bars in Trades | 28 | 25 | 32 | 28 | 25 | 32 |
Avg Bars in Winners | 34 | 31 | 37 | 34 | 31 | 37 |
Avg Bars in Losers | 23 | 18 | 27 | 23 | 18 | 27 |
Bars Traded | 7030 | 3096 | 3934 | 7030 | 3096 | 3934 |
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 | -151161 | -150233 | -474887 | -146792 | 363282 | -582920 |
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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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