Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570489.6827 | 542914.0528 | 27575.6298 | 526022.755 | 8326899.4327 | -7800876.6777 |
Total P&L (%) | 570.4897 | 542.9141 | 27.5756 | 526.0228 | 8326.8994 | -7800.8767 |
Avg Daily Profit (%) | 0.2283 | 0.2172 | 0.011 | 0.0734 | 0.1776 | 0 |
Buy And Hold Return (%) | 918.3508 | 918.3508 | 918.3508 | 918.3508 | 918.3508 | 918.3508 |
Max Trade Drawdown | -110990 | -64889 | -149409 | -8674140 | -2320846 | -10422384 |
Profit Factor | 1.513 | 2.1953 | 1.0419 | 1.0185 | 1.8828 | 0.5905 |
Total Trades | 339 | 169 | 170 | 339 | 169 | 170 |
Winning Trades | 155 | 76 | 79 | 155 | 76 | 79 |
Losing Trades | 184 | 93 | 91 | 184 | 93 | 91 |
Profitability (%) | 45.7227 | 44.9704 | 46.4706 | 45.7227 | 44.9704 | 46.4706 |
Ratio Avg Win / Avg Loss | 1.7961 | 2.6863 | 1.2002 | 1.209 | 2.304 | 0.6802 |
Largest Winning Trade | 75924 | 75924 | 37579 | 2722150 | 2722150 | 1256484 |
Largest Losing Trade | -90113 | -22746 | -90113 | -8380732 | -776657 | -8380732 |
Avg Bars in Trades | 43 | 46 | 40 | 43 | 46 | 40 |
Avg Bars in Winners | 54 | 57 | 52 | 54 | 57 | 52 |
Avg Bars in Losers | 33 | 37 | 29 | 33 | 37 | 29 |
Bars Traded | 14745 | 7894 | 6850 | 14745 | 7894 | 6850 |
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 | -154892 | -155041 | -519330 | -460376 | 352580 | -581815 |
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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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