Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723643.8022 | 665028.1613 | 58615.641 | 3862871.0073 | 5284842.1148 | -1421971.1075 |
Total P&L (%) | 723.6438 | 665.0282 | 58.6156 | 3862.871 | 5284.8421 | -1421.9711 |
Avg Daily Profit (%) | 0.3929 | 0.3611 | 0.0318 | 0.2 | 0.2167 | 0 |
Buy And Hold Return (%) | 729.998 | 729.998 | 729.998 | 729.998 | 729.998 | 729.998 |
Max Trade Drawdown | -126545 | -82465 | -101353 | -7621996 | -3735416 | -4284493 |
Profit Factor | 1.8318 | 2.6377 | 1.1264 | 1.1441 | 1.4529 | 0.9061 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Losing Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Profitability (%) | 53.8071 | 56.5657 | 51.0204 | 53.8071 | 56.5657 | 51.0204 |
Ratio Avg Win / Avg Loss | 1.5726 | 2.0253 | 1.0813 | 0.9822 | 1.1156 | 0.8698 |
Largest Winning Trade | 162893 | 162893 | 76336 | 3147973 | 2571482 | 3147973 |
Largest Losing Trade | -39373 | -39373 | -32755 | -1541465 | -1276241 | -1541465 |
Avg Bars in Trades | 110 | 99 | 121 | 110 | 99 | 121 |
Avg Bars in Winners | 128 | 100 | 159 | 128 | 100 | 159 |
Avg Bars in Losers | 89 | 98 | 81 | 89 | 98 | 81 |
Bars Traded | 21714 | 9837 | 11877 | 21714 | 9837 | 11877 |
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 | -151090 | -150771 | -397840 | -55256 | 351337 | -580938 |
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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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