Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 868079.1794 | 777925.355 | 90153.8244 | 6065258.7124 | 10270943.2979 | -4205684.5855 |
Total P&L (%) | 868.0792 | 777.9254 | 90.1538 | 6065.2587 | 10270.9433 | -4205.6846 |
Avg Daily Profit (%) | 0.347 | 0.311 | 0.036 | 0.1649 | 0.1857 | 0 |
Buy And Hold Return (%) | 596.7573 | 596.7573 | 596.7573 | 596.7573 | 596.7573 | 596.7573 |
Max Trade Drawdown | -114711 | -52051 | -134449 | -7465020 | -2232506 | -9402893 |
Profit Factor | 2.2518 | 3.4185 | 1.2425 | 1.2246 | 1.9971 | 0.7482 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 49.1018 | 44.5783 | 53.5714 | 49.1018 | 44.5783 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.3342 | 4.25 | 1.0768 | 1.2694 | 2.4829 | 0.6484 |
Largest Winning Trade | 296197 | 296197 | 50130 | 5153573 | 5153573 | 1442873 |
Largest Losing Trade | -51588 | -24932 | -51588 | -4373413 | -1072837 | -4373413 |
Avg Bars in Trades | 43 | 45 | 41 | 43 | 45 | 41 |
Avg Bars in Winners | 53 | 54 | 52 | 53 | 54 | 52 |
Avg Bars in Losers | 33 | 37 | 28 | 33 | 37 | 28 |
Bars Traded | 7210 | 3736 | 3473 | 7210 | 3736 | 3473 |
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 | -10222 | -58244 | -310668 | 283908 | 333714 | -580644 |
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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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