Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758902.6379 | 673944.3836 | 84958.2542 | 4786067.5863 | 8389330.0543 | -3603262.468 |
Total P&L (%) | 758.9026 | 673.9444 | 84.9583 | 4786.0676 | 8389.3301 | -3603.2625 |
Avg Daily Profit (%) | 0.3037 | 0.2697 | 0.034 | 0.1557 | 0.1779 | 0 |
Buy And Hold Return (%) | 589.7333 | 589.7333 | 589.7333 | 589.7333 | 589.7333 | 589.7333 |
Max Trade Drawdown | -83950 | -63322 | -115462 | -4387202 | -2510664 | -6310990 |
Profit Factor | 1.6756 | 2.1246 | 1.1621 | 1.1656 | 1.604 | 0.76 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 167 | 79 | 88 | 167 | 79 | 88 |
Losing Trades | 175 | 92 | 83 | 175 | 92 | 83 |
Profitability (%) | 48.8304 | 46.1988 | 51.462 | 48.8304 | 46.1988 | 51.462 |
Ratio Avg Win / Avg Loss | 1.7559 | 2.4743 | 1.0961 | 1.2214 | 1.8679 | 0.7169 |
Largest Winning Trade | 153031 | 153031 | 62546 | 3504232 | 3504232 | 1328248 |
Largest Losing Trade | -35037 | -26791 | -35037 | -2212421 | -1383664 | -2212421 |
Avg Bars in Trades | 43 | 47 | 39 | 43 | 47 | 39 |
Avg Bars in Winners | 54 | 61 | 47 | 54 | 61 | 47 |
Avg Bars in Losers | 32 | 35 | 30 | 32 | 35 | 30 |
Bars Traded | 14816 | 8140 | 6676 | 14816 | 8140 | 6676 |
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 | -63101 | -109816 | -354920 | -29403 | 350875 | -580248 |
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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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