Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626295.3797 | 625755.5627 | 539.817 | -82472.3758 | 4126737.7355 | -4209210.1113 |
Total P&L (%) | 626.2954 | 625.7556 | 0.5398 | -82.4724 | 4126.7377 | -4209.2101 |
Avg Daily Profit (%) | 0.2506 | 0.2504 | 0.0002 | -0.0697 | 0.1499 | 0 |
Buy And Hold Return (%) | 757.837 | 757.837 | 757.837 | 757.837 | 757.837 | 757.837 |
Max Trade Drawdown | -161671 | -88070 | -138462 | -4411144 | -1161433 | -4721836 |
Profit Factor | 1.695 | 2.4709 | 1.0011 | 0.9926 | 2.1067 | 0.4303 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 47.0588 | 45.8824 | 48.2353 | 47.0588 | 45.8824 | 48.2353 |
Ratio Avg Win / Avg Loss | 1.9068 | 2.9144 | 1.0744 | 1.1167 | 2.4848 | 0.4618 |
Largest Winning Trade | 155731 | 155731 | 59021 | 2692670 | 2692670 | 486915 |
Largest Losing Trade | -99501 | -37651 | -99501 | -4399683 | -428472 | -4399683 |
Avg Bars in Trades | 86 | 94 | 78 | 86 | 94 | 78 |
Avg Bars in Winners | 116 | 121 | 111 | 116 | 121 | 111 |
Avg Bars in Losers | 60 | 72 | 49 | 60 | 72 | 49 |
Bars Traded | 14783 | 8068 | 6714 | 14783 | 8068 | 6714 |
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 | -154349 | -154528 | -578587 | -579364 | 307300 | -581791 |
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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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