Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1160713.829 | 1072654.6434 | 88059.1856 | 45735182.83 | 56437526.198 | -10702343.368 |
Total P&L (%) | 1160.7138 | 1072.6546 | 88.0592 | 45735.1828 | 56437.5262 | -10702.3434 |
Avg Daily Profit (%) | 0.6218 | 0.5746 | 0.0472 | 0.3288 | 0.3401 | 0 |
Buy And Hold Return (%) | 7860.5351 | 7860.5351 | 7860.5351 | 7860.5351 | 7860.5351 | 7860.5351 |
Max Trade Drawdown | -117760 | -80395 | -151619 | -43580180 | -18017098 | -42270265 |
Profit Factor | 1.9154 | 2.6968 | 1.1385 | 1.2221 | 1.5823 | 0.9018 |
Total Trades | 360 | 180 | 180 | 360 | 180 | 180 |
Winning Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Losing Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Profitability (%) | 40 | 40 | 40 | 40 | 40 | 40 |
Ratio Avg Win / Avg Loss | 2.8731 | 4.0452 | 1.7078 | 1.8332 | 2.3734 | 1.3527 |
Largest Winning Trade | 176594 | 176594 | 46370 | 16670188 | 16670188 | 11168963 |
Largest Losing Trade | -27395 | -24836 | -27395 | -7427618 | -6979594 | -7427618 |
Avg Bars in Trades | 15 | 19 | 11 | 15 | 19 | 11 |
Avg Bars in Winners | 24 | 34 | 15 | 24 | 34 | 15 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 5524 | 3540 | 1983 | 5524 | 3540 | 1983 |
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 | -152226 | -152617 | -365973 | 264272 | 321514 | -582335 |
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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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