Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769147.4688 | 734668.3034 | 34479.1654 | 1274102.8118 | 6339822.9189 | -5065720.1071 |
Total P&L (%) | 769.1475 | 734.6683 | 34.4792 | 1274.1028 | 6339.8229 | -5065.7201 |
Avg Daily Profit (%) | 0.4238 | 0.4048 | 0.019 | 0.1445 | 0.2298 | 0 |
Buy And Hold Return (%) | 640.7502 | 640.7502 | 640.7502 | 640.7502 | 640.7502 | 640.7502 |
Max Trade Drawdown | -136442 | -86613 | -123074 | -7095383 | -3192929 | -6407053 |
Profit Factor | 1.7164 | 2.485 | 1.0596 | 1.0445 | 1.5207 | 0.6921 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Losing Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Profitability (%) | 43.1298 | 43.5115 | 42.7481 | 43.1298 | 43.5115 | 42.7481 |
Ratio Avg Win / Avg Loss | 2.2632 | 3.2261 | 1.419 | 1.3773 | 1.9743 | 0.9269 |
Largest Winning Trade | 235724 | 235724 | 64915 | 2394861 | 2394861 | 1042935 |
Largest Losing Trade | -73091 | -23666 | -73091 | -4498446 | -1717863 | -4498446 |
Avg Bars in Trades | 82 | 77 | 87 | 82 | 77 | 87 |
Avg Bars in Winners | 120 | 107 | 133 | 120 | 107 | 133 |
Avg Bars in Losers | 53 | 54 | 52 | 53 | 54 | 52 |
Bars Traded | 21548 | 10131 | 11417 | 21548 | 10131 | 11417 |
Profit Streak | 0 | 14.0314 | 0 | 0 | 14.0314 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91533 | -107786 | -491296 | -179571 | 313275 | -583804 |
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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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