Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 960362.39 | 851864.5562 | 108497.8339 | 7513890.0392 | 10739310.3252 | -3225420.2859 |
Total P&L (%) | 960.3624 | 851.8646 | 108.4978 | 7513.89 | 10739.3103 | -3225.4203 |
Avg Daily Profit (%) | 0.384 | 0.3406 | 0.0434 | 0.1734 | 0.1875 | 0 |
Buy And Hold Return (%) | 771.2393 | 771.2393 | 771.2393 | 771.2393 | 771.2393 | 771.2393 |
Max Trade Drawdown | -108907 | -93385 | -80017 | -5348282 | -4250571 | -5568931 |
Profit Factor | 2.3204 | 3.3021 | 1.3037 | 1.3326 | 1.9839 | 0.7238 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Losing Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Profitability (%) | 48.7437 | 47.4747 | 50 | 48.7437 | 47.4747 | 50 |
Ratio Avg Win / Avg Loss | 2.44 | 3.6534 | 1.3037 | 1.4013 | 2.1949 | 0.7238 |
Largest Winning Trade | 362253 | 362253 | 49487 | 7347139 | 7347139 | 724101 |
Largest Losing Trade | -70437 | -28364 | -70437 | -3702647 | -2634903 | -3702647 |
Avg Bars in Trades | 24 | 28 | 20 | 24 | 28 | 20 |
Avg Bars in Winners | 29 | 35 | 25 | 29 | 35 | 25 |
Avg Bars in Losers | 19 | 22 | 15 | 19 | 22 | 15 |
Bars Traded | 4868 | 2819 | 2049 | 4868 | 2819 | 2049 |
Profit Streak | 0 | 169.195 | 0 | 0 | 169.195 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74627 | -117341 | -300644 | 321271 | 434170 | -580787 |
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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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