Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2146560.0408 | 2075652.3103 | 70907.7305 | 92606.7621 | 10399519.6311 | -10306912.869 |
Total P&L (%) | 2146.56 | 2075.6523 | 70.9077 | 92.6068 | 10399.5196 | -10306.9129 |
Avg Daily Profit (%) | 1.2005 | 1.1609 | 0.0397 | 0.0367 | 0.2606 | 0 |
Buy And Hold Return (%) | 369.0313 | 369.0313 | 369.0313 | 369.0313 | 369.0313 | 369.0313 |
Max Trade Drawdown | -120958 | -116734 | -163223 | -10629175 | -900930 | -12197985 |
Profit Factor | 3.6444 | 5.9489 | 1.1807 | 1.006 | 5.0883 | 0.1974 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 49.359 | 44.8718 | 53.8462 | 49.359 | 44.8718 | 53.8462 |
Ratio Avg Win / Avg Loss | 3.7391 | 7.3086 | 1.0121 | 1.0321 | 6.2513 | 0.1692 |
Largest Winning Trade | 1251328 | 1251328 | 55573 | 9649456 | 9649456 | 576297 |
Largest Losing Trade | -97119 | -33157 | -97119 | -10429511 | -900930 | -10429511 |
Avg Bars in Trades | 33 | 31 | 35 | 33 | 31 | 35 |
Avg Bars in Winners | 46 | 42 | 49 | 46 | 42 | 49 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 5252 | 2448 | 2805 | 5252 | 2448 | 2805 |
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 | 723378 | -15399 | -361375 | -523032 | -20036 | -614737 |
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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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