Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1055094.7634 | 908005.6925 | 147089.0709 | 14118147.916 | 14381059.2358 | -262911.3198 |
Total P&L (%) | 1055.0948 | 908.0057 | 147.0891 | 14118.1479 | 14381.0592 | -262.9113 |
Avg Daily Profit (%) | 0.4222 | 0.3633 | 0.0589 | 0.1985 | 0.1993 | 0 |
Buy And Hold Return (%) | 846.5361 | 846.5361 | 846.5361 | 846.5361 | 846.5361 | 846.5361 |
Max Trade Drawdown | -107655 | -52203 | -81356 | -6894357 | -1384118 | -6753115 |
Profit Factor | 2.5667 | 4.0188 | 1.3947 | 1.8117 | 3.1167 | 0.9752 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 45.912 | 42.5 | 49.3671 | 45.912 | 42.5 | 49.3671 |
Ratio Avg Win / Avg Loss | 3.0238 | 5.4372 | 1.4305 | 2.1344 | 4.2168 | 1.0002 |
Largest Winning Trade | 369264 | 369264 | 44722 | 6239135 | 6239135 | 1162405 |
Largest Losing Trade | -73809 | -24129 | -73809 | -5650666 | -1384118 | -5650666 |
Avg Bars in Trades | 92 | 99 | 85 | 92 | 99 | 85 |
Avg Bars in Winners | 127 | 140 | 117 | 127 | 140 | 117 |
Avg Bars in Losers | 61 | 68 | 53 | 61 | 68 | 53 |
Bars Traded | 14660 | 7934 | 6726 | 14660 | 7934 | 6726 |
Profit Streak | 0 | 0 | 69.3889 | 0 | 0 | 69.3889 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75056 | -149052 | -306094 | 385397 | -8387 | -605757 |
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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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