Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542882.7484 | 602387.6936 | -59504.9452 | 696720.7153 | 5395039.4518 | -4698318.7365 |
Total P&L (%) | 542.8827 | 602.3877 | -59.5049 | 696.7207 | 5395.0395 | -4698.3187 |
Avg Daily Profit (%) | 0.3018 | 0.3348 | -0.0331 | 0.1154 | 0.223 | 0 |
Buy And Hold Return (%) | 1224.0712 | 1224.0712 | 1224.0712 | 1224.0712 | 1224.0712 | 1224.0712 |
Max Trade Drawdown | -155818 | -108488 | -193375 | -5167344 | -3050655 | -5983087 |
Profit Factor | 1.5482 | 2.455 | 0.8967 | 1.0362 | 1.6653 | 0.579 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Losing Trades | 100 | 47 | 53 | 100 | 47 | 53 |
Profitability (%) | 48.7179 | 52.0408 | 45.3608 | 48.7179 | 52.0408 | 45.3608 |
Ratio Avg Win / Avg Loss | 1.6297 | 2.2624 | 1.0802 | 1.0907 | 1.5347 | 0.6975 |
Largest Winning Trade | 128621 | 128621 | 81747 | 1310019 | 1310019 | 1065417 |
Largest Losing Trade | -53471 | -31626 | -53471 | -1264276 | -1264276 | -1213759 |
Avg Bars in Trades | 109 | 97 | 121 | 109 | 97 | 121 |
Avg Bars in Winners | 137 | 110 | 169 | 137 | 110 | 169 |
Avg Bars in Losers | 82 | 83 | 81 | 82 | 83 | 81 |
Bars Traded | 21309 | 9532 | 11777 | 21309 | 9532 | 11777 |
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 | -153635 | -151937 | -581210 | -384499 | 341994 | -582877 |
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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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