Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 960264.2034 | 859953.9228 | 100310.2807 | 5670731.1667 | 6665364.627 | -994633.4604 |
Total P&L (%) | 960.2642 | 859.9539 | 100.3103 | 5670.7312 | 6665.3646 | -994.6335 |
Avg Daily Profit (%) | 0.5288 | 0.4736 | 0.0552 | 0.2236 | 0.2324 | 0 |
Buy And Hold Return (%) | 737.2341 | 737.2341 | 737.2341 | 737.2341 | 737.2341 | 737.2341 |
Max Trade Drawdown | -91074 | -64365 | -63487 | -8273484 | -5372193 | -5913488 |
Profit Factor | 2.1298 | 3.1593 | 1.2221 | 1.1454 | 1.3747 | 0.9531 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Losing Trades | 111 | 54 | 57 | 111 | 54 | 57 |
Profitability (%) | 43.3673 | 44.898 | 41.8367 | 43.3673 | 44.898 | 41.8367 |
Ratio Avg Win / Avg Loss | 2.7813 | 3.8773 | 1.699 | 1.4958 | 1.6872 | 1.325 |
Largest Winning Trade | 260711 | 260711 | 58672 | 4894572 | 4894572 | 2329577 |
Largest Losing Trade | -37380 | -21577 | -37380 | -3312883 | -2074017 | -3312883 |
Avg Bars in Trades | 109 | 104 | 114 | 109 | 104 | 114 |
Avg Bars in Winners | 169 | 150 | 188 | 169 | 150 | 188 |
Avg Bars in Losers | 64 | 67 | 61 | 64 | 67 | 61 |
Bars Traded | 21487 | 10260 | 11227 | 21487 | 10260 | 11227 |
Profit Streak | 0 | 19.0875 | 0 | 0 | 19.0875 | 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 | -58313 | -98381 | -287676 | -53864 | 329800 | -582578 |
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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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