Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 932186.02 | 860298.3528 | 71887.6672 | 13662368.401 | 22263184.4811 | -8600816.0801 |
Total P&L (%) | 932.186 | 860.2984 | 71.8877 | 13662.3684 | 22263.1845 | -8600.8161 |
Avg Daily Profit (%) | 0.3727 | 0.344 | 0.0287 | 0.1971 | 0.2165 | 0 |
Buy And Hold Return (%) | 2040.6335 | 2040.6335 | 2040.6335 | 2040.6335 | 2040.6335 | 2040.6335 |
Max Trade Drawdown | -100815 | -70286 | -109510 | -23431562 | -11305653 | -17588689 |
Profit Factor | 1.8974 | 2.7286 | 1.1329 | 1.1497 | 1.5399 | 0.8282 |
Total Trades | 275 | 138 | 137 | 275 | 138 | 137 |
Winning Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Losing Trades | 158 | 78 | 80 | 158 | 78 | 80 |
Profitability (%) | 42.5455 | 43.4783 | 41.6058 | 42.5455 | 43.4783 | 41.6058 |
Ratio Avg Win / Avg Loss | 2.5623 | 3.5472 | 1.59 | 1.5525 | 2.0018 | 1.1623 |
Largest Winning Trade | 226049 | 226049 | 53921 | 12618602 | 12618602 | 6716057 |
Largest Losing Trade | -42935 | -23192 | -42935 | -10159303 | -4066018 | -10159303 |
Avg Bars in Trades | 26 | 26 | 27 | 26 | 26 | 27 |
Avg Bars in Winners | 42 | 42 | 43 | 42 | 42 | 43 |
Avg Bars in Losers | 15 | 14 | 15 | 15 | 14 | 15 |
Bars Traded | 7407 | 3694 | 3713 | 7407 | 3694 | 3713 |
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 | -153844 | -153750 | -396701 | -48166 | 302150 | -582288 |
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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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