Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526895.0914 | 598476.4519 | -71581.3605 | 464801.5562 | 7852242.5006 | -7387440.9444 |
Total P&L (%) | 526.8951 | 598.4765 | -71.5814 | 464.8016 | 7852.2425 | -7387.4409 |
Avg Daily Profit (%) | 0.2929 | 0.3327 | -0.0398 | 0.0963 | 0.2435 | 0 |
Buy And Hold Return (%) | 1228.5458 | 1228.5458 | 1228.5458 | 1228.5458 | 1228.5458 | 1228.5458 |
Max Trade Drawdown | -182915 | -79916 | -216212 | -6901520 | -1871750 | -8269845 |
Profit Factor | 1.4555 | 2.2308 | 0.8933 | 1.0208 | 1.9551 | 0.4751 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 126 | 67 | 59 | 126 | 67 | 59 |
Losing Trades | 99 | 46 | 53 | 99 | 46 | 53 |
Profitability (%) | 56 | 59.292 | 52.6786 | 56 | 59.292 | 52.6786 |
Ratio Avg Win / Avg Loss | 1.1436 | 1.5316 | 0.8024 | 0.8021 | 1.3423 | 0.4268 |
Largest Winning Trade | 81236 | 77889 | 81236 | 1653045 | 1653045 | 857853 |
Largest Losing Trade | -46466 | -31190 | -46466 | -1992530 | -977361 | -1992530 |
Avg Bars in Trades | 94 | 81 | 108 | 94 | 81 | 108 |
Avg Bars in Winners | 96 | 82 | 112 | 96 | 82 | 112 |
Avg Bars in Losers | 92 | 80 | 102 | 92 | 80 | 102 |
Bars Traded | 21311 | 9203 | 12108 | 21311 | 9203 | 12108 |
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 | -153956 | -151409 | -580687 | -427514 | 416070 | -580687 |
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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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