Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 843580.5958 | 793823.9348 | 49756.661 | 16785082.7772 | 17324775.1285 | -539692.3512 |
Total P&L (%) | 843.5806 | 793.8239 | 49.7567 | 16785.0828 | 17324.7751 | -539.6924 |
Avg Daily Profit (%) | 0.4514 | 0.4247 | 0.0266 | 0.2748 | 0.2765 | 0 |
Buy And Hold Return (%) | 6347.5052 | 6347.5052 | 6347.5052 | 6347.5052 | 6347.5052 | 6347.5052 |
Max Trade Drawdown | -139232 | -159794 | -26714 | -10143876 | -10903090 | -2211355 |
Profit Factor | 2.3768 | 2.7797 | 1.2985 | 1.3926 | 1.5528 | 0.9527 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 152 | 84 | 68 | 152 | 84 | 68 |
Losing Trades | 63 | 23 | 40 | 63 | 23 | 40 |
Profitability (%) | 70.6977 | 78.5047 | 62.963 | 70.6977 | 78.5047 | 62.963 |
Ratio Avg Win / Avg Loss | 0.9851 | 0.7611 | 0.7638 | 0.5772 | 0.4252 | 0.5604 |
Largest Winning Trade | 139613 | 139613 | 15329 | 2764625 | 2764625 | 652839 |
Largest Losing Trade | -69656 | -69656 | -17986 | -5791575 | -5791575 | -1786433 |
Avg Bars in Trades | 17 | 33 | 1 | 17 | 33 | 1 |
Avg Bars in Winners | 11 | 19 | 1 | 11 | 19 | 1 |
Avg Bars in Losers | 31 | 83 | 1 | 31 | 83 | 1 |
Bars Traded | 3686 | 3545 | 141 | 3686 | 3545 | 141 |
Profit Streak | 0 | 158.0461 | 0 | 0 | 158.0461 | 0 |
Trades During Streak | 0 | 10 | 0 | 0 | 10 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149756 | -148029 | -322988 | 299487 | 380329 | -579086 |
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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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