Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761095.3379 | 738939.6209 | 22155.717 | 1961362.3622 | 7038389.5827 | -5077027.2205 |
Total P&L (%) | 761.0953 | 738.9396 | 22.1557 | 1961.3624 | 7038.3896 | -5077.0272 |
Avg Daily Profit (%) | 0.4191 | 0.4069 | 0.0122 | 0.1668 | 0.2353 | 0 |
Buy And Hold Return (%) | 724.5822 | 724.5822 | 724.5822 | 724.5822 | 724.5822 | 724.5822 |
Max Trade Drawdown | -122839 | -59633 | -120771 | -5966411 | -2805880 | -5863178 |
Profit Factor | 1.7191 | 2.679 | 1.0358 | 1.0759 | 1.7046 | 0.6799 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 127 | 70 | 57 | 127 | 70 | 57 |
Losing Trades | 171 | 79 | 92 | 171 | 79 | 92 |
Profitability (%) | 42.6175 | 46.9799 | 38.255 | 42.6175 | 46.9799 | 38.255 |
Ratio Avg Win / Avg Loss | 2.3147 | 3.0234 | 1.6719 | 1.4486 | 1.9238 | 1.0974 |
Largest Winning Trade | 215401 | 215401 | 79621 | 3045133 | 3045133 | 926234 |
Largest Losing Trade | -33087 | -31315 | -33087 | -1327851 | -651720 | -1327851 |
Avg Bars in Trades | 36 | 21 | 51 | 36 | 21 | 51 |
Avg Bars in Winners | 56 | 28 | 91 | 56 | 28 | 91 |
Avg Bars in Losers | 20 | 14 | 26 | 20 | 14 | 26 |
Bars Traded | 10767 | 3136 | 7631 | 10767 | 3136 | 7631 |
Profit Streak | 0 | 7.1424 | 0 | 0 | 7.1424 | 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 | -138243 | -145070 | -527042 | -133995 | 403056 | -583838 |
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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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