Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654892.4877 | 609000.837 | 45891.6506 | 2499548.0639 | 6646699.5038 | -4147151.4399 |
Total P&L (%) | 654.8925 | 609.0008 | 45.8917 | 2499.5481 | 6646.6995 | -4147.1514 |
Avg Daily Profit (%) | 0.2614 | 0.2431 | 0.0183 | 0.1301 | 0.1683 | 0 |
Buy And Hold Return (%) | 755.3986 | 755.3986 | 755.3986 | 755.3986 | 755.3986 | 755.3986 |
Max Trade Drawdown | -118841 | -63151 | -126820 | -6528645 | -3550981 | -6693951 |
Profit Factor | 1.5631 | 2.0231 | 1.0808 | 1.1067 | 1.6085 | 0.6681 |
Total Trades | 341 | 170 | 171 | 341 | 170 | 171 |
Winning Trades | 155 | 80 | 75 | 155 | 80 | 75 |
Losing Trades | 186 | 90 | 96 | 186 | 90 | 96 |
Profitability (%) | 45.4545 | 47.0588 | 43.8596 | 45.4545 | 47.0588 | 43.8596 |
Ratio Avg Win / Avg Loss | 1.8757 | 2.2759 | 1.3834 | 1.3281 | 1.8095 | 0.8552 |
Largest Winning Trade | 136326 | 136326 | 49423 | 2796855 | 2796855 | 1174166 |
Largest Losing Trade | -31391 | -27823 | -31391 | -2220020 | -1748388 | -2220020 |
Avg Bars in Trades | 43 | 45 | 40 | 43 | 45 | 40 |
Avg Bars in Winners | 52 | 54 | 51 | 52 | 54 | 51 |
Avg Bars in Losers | 35 | 38 | 32 | 35 | 38 | 32 |
Bars Traded | 14738 | 7763 | 6975 | 14738 | 7763 | 6975 |
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 | -154397 | -154335 | -467830 | -124809 | 360085 | -582825 |
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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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