Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 992031.6391 | 821196.6979 | 170834.9411 | 27598625.0314 | 30143409.9855 | -2544784.954 |
Total P&L (%) | 992.0316 | 821.1967 | 170.8349 | 27598.625 | 30143.41 | -2544.785 |
Avg Daily Profit (%) | 0.5433 | 0.4497 | 0.0936 | 0.3085 | 0.3133 | 0 |
Buy And Hold Return (%) | 767.8813 | 767.8813 | 767.8813 | 767.8813 | 767.8813 | 767.8813 |
Max Trade Drawdown | -101086 | -67735 | -60689 | -33938232 | -19452750 | -24845985 |
Profit Factor | 1.997 | 2.8117 | 1.3153 | 1.1724 | 1.4178 | 0.9711 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 149 | 68 | 81 | 149 | 68 | 81 |
Losing Trades | 165 | 89 | 76 | 165 | 89 | 76 |
Profitability (%) | 47.4522 | 43.3121 | 51.5924 | 47.4522 | 43.3121 | 51.5924 |
Ratio Avg Win / Avg Loss | 2.2114 | 3.68 | 1.2341 | 1.2983 | 1.8557 | 0.9111 |
Largest Winning Trade | 246704 | 246704 | 71575 | 20221952 | 20221952 | 8772904 |
Largest Losing Trade | -31883 | -25773 | -31883 | -13683068 | -6080256 | -13683068 |
Avg Bars in Trades | 68 | 60 | 76 | 68 | 60 | 76 |
Avg Bars in Winners | 101 | 91 | 110 | 101 | 91 | 110 |
Avg Bars in Losers | 38 | 36 | 41 | 38 | 36 | 41 |
Bars Traded | 21518 | 9480 | 12038 | 21518 | 9480 | 12038 |
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 | -59544 | -130971 | -233195 | -21276 | 309140 | -580304 |
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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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