Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 906111.023 | 761173.2956 | 144937.7274 | 18543152.2899 | 22216228.3451 | -3673076.0552 |
Total P&L (%) | 906.111 | 761.1733 | 144.9377 | 18543.1523 | 22216.2283 | -3673.0761 |
Avg Daily Profit (%) | 0.3623 | 0.3043 | 0.058 | 0.2093 | 0.2165 | 0 |
Buy And Hold Return (%) | 705.5493 | 705.5493 | 705.5493 | 705.5493 | 705.5493 | 705.5493 |
Max Trade Drawdown | -77999 | -54398 | -66585 | -10978736 | -6322472 | -9551781 |
Profit Factor | 1.96 | 2.4444 | 1.3477 | 1.2985 | 1.6886 | 0.877 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 121 | 55 | 66 | 121 | 55 | 66 |
Losing Trades | 155 | 83 | 72 | 155 | 83 | 72 |
Profitability (%) | 43.8406 | 39.8551 | 47.8261 | 43.8406 | 39.8551 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.5107 | 3.6888 | 1.4702 | 1.6633 | 2.5482 | 0.9567 |
Largest Winning Trade | 162508 | 162508 | 50979 | 10761068 | 10761068 | 4008638 |
Largest Losing Trade | -35357 | -23449 | -35357 | -6201925 | -4710356 | -6201925 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 25 | 28 | 23 | 25 | 28 | 23 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 4915 | 2599 | 2316 | 4915 | 2599 | 2316 |
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 | -64866 | -131518 | -281695 | 310635 | 270783 | -581534 |
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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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