Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 866526.1315 | 778947.0007 | 87579.1308 | 4590265.1638 | 4710213.6219 | -119948.4581 |
Total P&L (%) | 866.5261 | 778.947 | 87.5791 | 4590.2652 | 4710.2136 | -119.9485 |
Avg Daily Profit (%) | 0.3467 | 0.3117 | 0.035 | 0.1541 | 0.1551 | 0 |
Buy And Hold Return (%) | 919.8102 | 919.8102 | 919.8102 | 919.8102 | 919.8102 | 919.8102 |
Max Trade Drawdown | -137414 | -105510 | -64198 | -3080549 | -1716161 | -1680720 |
Profit Factor | 2.0497 | 3.0074 | 1.2002 | 1.5506 | 2.2491 | 0.9737 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 102 | 46 | 56 | 102 | 46 | 56 |
Losing Trades | 121 | 65 | 56 | 121 | 65 | 56 |
Profitability (%) | 45.7399 | 41.4414 | 50 | 45.7399 | 41.4414 | 50 |
Ratio Avg Win / Avg Loss | 2.4315 | 4.2496 | 1.2002 | 1.8394 | 3.178 | 0.9737 |
Largest Winning Trade | 319674 | 319674 | 39782 | 3253351 | 3253351 | 1028322 |
Largest Losing Trade | -41421 | -23569 | -41421 | -897594 | -897594 | -665984 |
Avg Bars in Trades | 65 | 72 | 58 | 65 | 72 | 58 |
Avg Bars in Winners | 84 | 94 | 76 | 84 | 94 | 76 |
Avg Bars in Losers | 49 | 56 | 41 | 49 | 56 | 41 |
Bars Traded | 14593 | 7999 | 6594 | 14593 | 7999 | 6594 |
Profit Streak | 18.2321 | 0 | 31.0654 | 18.2321 | 0 | 31.0654 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152516 | -154628 | -312104 | 327738 | 255413 | -580494 |
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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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