Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838744.5927 | 778402.197 | 60342.3957 | 4964433.5232 | 6572819.6398 | -1608386.1165 |
Total P&L (%) | 838.7446 | 778.4022 | 60.3424 | 4964.4335 | 6572.8196 | -1608.3861 |
Avg Daily Profit (%) | 0.4026 | 0.3736 | 0.029 | 0.1886 | 0.2018 | 0 |
Buy And Hold Return (%) | 964.3762 | 964.3762 | 964.3762 | 964.3762 | 964.3762 | 964.3762 |
Max Trade Drawdown | -76415 | -37155 | -61018 | -4249515 | -2353401 | -2816090 |
Profit Factor | 2.227 | 3.244 | 1.1792 | 1.3198 | 1.8683 | 0.7977 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Losing Trades | 118 | 57 | 61 | 118 | 57 | 61 |
Profitability (%) | 42.7184 | 44.6602 | 40.7767 | 42.7184 | 44.6602 | 40.7767 |
Ratio Avg Win / Avg Loss | 2.9862 | 4.0198 | 1.7127 | 1.7698 | 2.315 | 1.1586 |
Largest Winning Trade | 336402 | 336402 | 48084 | 5074450 | 5074450 | 1398529 |
Largest Losing Trade | -21758 | -21712 | -21758 | -1289300 | -978581 | -1289300 |
Avg Bars in Trades | 118 | 123 | 113 | 118 | 123 | 113 |
Avg Bars in Winners | 182 | 189 | 174 | 182 | 189 | 174 |
Avg Bars in Losers | 71 | 70 | 71 | 71 | 70 | 71 |
Bars Traded | 24434 | 12749 | 11685 | 24434 | 12749 | 11685 |
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 | -153523 | -152411 | -346098 | 225653 | 328324 | -582977 |
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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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