Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 960336.6294 | 858279.2735 | 102057.3559 | 10809065.0272 | 14919037.1926 | -4109972.1654 |
Total P&L (%) | 960.3366 | 858.2793 | 102.0574 | 10809.065 | 14919.0372 | -4109.9722 |
Avg Daily Profit (%) | 0.461 | 0.412 | 0.049 | 0.2255 | 0.2409 | 0 |
Buy And Hold Return (%) | 1069.3343 | 1069.3343 | 1069.3343 | 1069.3343 | 1069.3343 | 1069.3343 |
Max Trade Drawdown | -78169 | -73638 | -68849 | -13375697 | -8760657 | -7760452 |
Profit Factor | 2.4954 | 3.1286 | 1.4271 | 1.3135 | 1.6888 | 0.6794 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 45.098 | 44.1558 | 46.0526 | 45.098 | 44.1558 | 46.0526 |
Ratio Avg Win / Avg Loss | 3.0379 | 3.9567 | 1.6717 | 1.599 | 2.1358 | 0.7958 |
Largest Winning Trade | 344720 | 344720 | 61006 | 15216756 | 15216756 | 1502573 |
Largest Losing Trade | -24650 | -24650 | -16872 | -4145704 | -4145704 | -2164976 |
Avg Bars in Trades | 161 | 169 | 153 | 161 | 169 | 153 |
Avg Bars in Winners | 220 | 234 | 206 | 220 | 234 | 206 |
Avg Bars in Losers | 112 | 117 | 108 | 112 | 117 | 108 |
Bars Traded | 24685 | 13024 | 11661 | 24685 | 13024 | 11661 |
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 | -151857 | -194180 | -342288 | 303422 | -32644 | -631771 |
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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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