Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642857.2585 | 605162.5549 | 37694.7036 | 2005665.2648 | 4764957.2466 | -2759291.9818 |
Total P&L (%) | 642.8573 | 605.1626 | 37.6947 | 2005.6653 | 4764.9572 | -2759.292 |
Avg Daily Profit (%) | 0.2572 | 0.2421 | 0.0151 | 0.122 | 0.1556 | 0 |
Buy And Hold Return (%) | 815.1182 | 815.1182 | 815.1182 | 815.1182 | 815.1182 | 815.1182 |
Max Trade Drawdown | -123709 | -64321 | -130668 | -4685252 | -2091350 | -4939441 |
Profit Factor | 1.5132 | 1.9968 | 1.0584 | 1.1015 | 1.5347 | 0.7458 |
Total Trades | 365 | 182 | 183 | 365 | 182 | 183 |
Winning Trades | 165 | 85 | 80 | 165 | 85 | 80 |
Losing Trades | 200 | 97 | 103 | 200 | 97 | 103 |
Profitability (%) | 45.2055 | 46.7033 | 43.7158 | 45.2055 | 46.7033 | 43.7158 |
Ratio Avg Win / Avg Loss | 1.8342 | 2.2787 | 1.3627 | 1.3351 | 1.7514 | 0.9602 |
Largest Winning Trade | 149164 | 149164 | 46718 | 2144630 | 2144630 | 1175542 |
Largest Losing Trade | -33723 | -27823 | -33723 | -1874785 | -1025161 | -1874785 |
Avg Bars in Trades | 39 | 42 | 37 | 39 | 42 | 37 |
Avg Bars in Winners | 47 | 47 | 48 | 47 | 47 | 48 |
Avg Bars in Losers | 33 | 37 | 29 | 33 | 37 | 29 |
Bars Traded | 14598 | 7667 | 6932 | 14598 | 7667 | 6932 |
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 | -154709 | -154470 | -496810 | -142398 | 310799 | -582819 |
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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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