Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800425.4839 | 698205.6069 | 102219.877 | 7868298.0439 | 13399153.0009 | -5530854.957 |
Total P&L (%) | 800.4255 | 698.2056 | 102.2199 | 7868.298 | 13399.153 | -5530.855 |
Avg Daily Profit (%) | 0.3203 | 0.2794 | 0.0409 | 0.1753 | 0.1965 | 0 |
Buy And Hold Return (%) | 811.9417 | 811.9417 | 811.9417 | 811.9417 | 811.9417 | 811.9417 |
Max Trade Drawdown | -95689 | -85500 | -124731 | -8373096 | -6472814 | -12225583 |
Profit Factor | 1.9369 | 2.6135 | 1.2424 | 1.1645 | 1.6037 | 0.7843 |
Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
Winning Trades | 128 | 61 | 67 | 128 | 61 | 67 |
Losing Trades | 135 | 71 | 64 | 135 | 71 | 64 |
Profitability (%) | 48.6692 | 46.2121 | 51.145 | 48.6692 | 46.2121 | 51.145 |
Ratio Avg Win / Avg Loss | 2.0428 | 3.0419 | 1.1868 | 1.2282 | 1.8666 | 0.7492 |
Largest Winning Trade | 143526 | 143526 | 62021 | 6930162 | 6930162 | 2415186 |
Largest Losing Trade | -27817 | -23171 | -27817 | -2991337 | -1919399 | -2991337 |
Avg Bars in Trades | 54 | 62 | 47 | 54 | 62 | 47 |
Avg Bars in Winners | 67 | 82 | 53 | 67 | 82 | 53 |
Avg Bars in Losers | 43 | 44 | 41 | 43 | 44 | 41 |
Bars Traded | 14446 | 8233 | 6213 | 14446 | 8233 | 6213 |
Profit Streak | 0 | 0 | 65.2439 | 0 | 0 | 65.2439 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152175 | -153754 | -303815 | -30895 | 337171 | -580277 |
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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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