Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840834.1577 | 727790.2132 | 113043.9445 | 9363169.9227 | 14865453.8476 | -5502283.925 |
Total P&L (%) | 840.8342 | 727.7902 | 113.0439 | 9363.1699 | 14865.4538 | -5502.2839 |
Avg Daily Profit (%) | 0.3356 | 0.2904 | 0.0451 | 0.1817 | 0.2001 | 0 |
Buy And Hold Return (%) | 823.1123 | 823.1123 | 823.1123 | 823.1123 | 823.1123 | 823.1123 |
Max Trade Drawdown | -84220 | -51474 | -126268 | -13862527 | -5238848 | -17818001 |
Profit Factor | 1.9129 | 2.6806 | 1.2316 | 1.1488 | 1.5188 | 0.8395 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 165 | 77 | 88 | 165 | 77 | 88 |
Losing Trades | 147 | 79 | 68 | 147 | 79 | 68 |
Profitability (%) | 52.8846 | 49.359 | 56.4103 | 52.8846 | 49.359 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.7042 | 2.7502 | 0.9517 | 1.0235 | 1.5583 | 0.6487 |
Largest Winning Trade | 168945 | 168945 | 47406 | 5456802 | 4849050 | 5456802 |
Largest Losing Trade | -63512 | -29232 | -63512 | -8554126 | -3985116 | -8554126 |
Avg Bars in Trades | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Winners | 35 | 32 | 38 | 35 | 32 | 38 |
Avg Bars in Losers | 25 | 23 | 28 | 25 | 23 | 28 |
Bars Traded | 9697 | 4392 | 5305 | 9697 | 4392 | 5305 |
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 | -144245 | -151562 | -299339 | -46968 | 390989 | -579685 |
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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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