Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817394.1203 | 761824.0518 | 55570.0686 | 5741733.2505 | 7807324.1077 | -2065590.8572 |
Total P&L (%) | 817.3941 | 761.8241 | 55.5701 | 5741.7333 | 7807.3241 | -2065.5909 |
Avg Daily Profit (%) | 0.4484 | 0.418 | 0.0305 | 0.2234 | 0.2401 | 0 |
Buy And Hold Return (%) | 741.8644 | 741.8644 | 741.8644 | 741.8644 | 741.8644 | 741.8644 |
Max Trade Drawdown | -104810 | -61455 | -92341 | -8502097 | -5398386 | -6039232 |
Profit Factor | 1.9399 | 3.537 | 1.0976 | 1.144 | 1.5534 | 0.9198 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 125 | 68 | 57 | 125 | 68 | 57 |
Losing Trades | 133 | 61 | 72 | 133 | 61 | 72 |
Profitability (%) | 48.4496 | 52.7132 | 44.186 | 48.4496 | 52.7132 | 44.186 |
Ratio Avg Win / Avg Loss | 2.064 | 3.1729 | 1.3864 | 1.2172 | 1.3935 | 1.1619 |
Largest Winning Trade | 225729 | 225729 | 79128 | 4634172 | 4634172 | 2875170 |
Largest Losing Trade | -25497 | -17335 | -25497 | -2182746 | -1355798 | -2182746 |
Avg Bars in Trades | 27 | 14 | 41 | 27 | 14 | 41 |
Avg Bars in Winners | 45 | 20 | 74 | 45 | 20 | 74 |
Avg Bars in Losers | 11 | 7 | 14 | 11 | 7 | 14 |
Bars Traded | 7156 | 1835 | 5321 | 7156 | 1835 | 5321 |
Profit Streak | 0 | 31.1543 | 0 | 0 | 31.1543 | 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 | -119233 | -139826 | -433581 | -52884 | 394940 | -581584 |
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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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