Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 989292.0356 | 816050.7408 | 173241.2948 | 26761719.1353 | 26926662.9252 | -164943.7899 |
Total P&L (%) | 989.292 | 816.0507 | 173.2413 | 26761.7191 | 26926.6629 | -164.9438 |
Avg Daily Profit (%) | 0.3958 | 0.3265 | 0.0693 | 0.224 | 0.2243 | 0 |
Buy And Hold Return (%) | 733.8885 | 733.8885 | 733.8885 | 733.8885 | 733.8885 | 733.8885 |
Max Trade Drawdown | -134831 | -111407 | -78197 | -6064840 | -3353495 | -6064840 |
Profit Factor | 2.3764 | 3.1843 | 1.5019 | 2.1022 | 3.7477 | 0.9886 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 53.6723 | 51.1364 | 56.1798 | 53.6723 | 51.1364 | 56.1798 |
Ratio Avg Win / Avg Loss | 2.0512 | 3.0427 | 1.1715 | 1.8145 | 3.5812 | 0.7711 |
Largest Winning Trade | 233608 | 233608 | 62245 | 13363484 | 13363484 | 2367854 |
Largest Losing Trade | -63620 | -45286 | -63620 | -6064840 | -3035983 | -6064840 |
Avg Bars in Trades | 82 | 93 | 72 | 82 | 93 | 72 |
Avg Bars in Winners | 98 | 109 | 88 | 98 | 109 | 88 |
Avg Bars in Losers | 64 | 76 | 51 | 64 | 76 | 51 |
Bars Traded | 14636 | 8189 | 6447 | 14636 | 8189 | 6447 |
Profit Streak | 0 | 22.2305 | 0 | 0 | 22.2305 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41865 | -115365 | -264361 | 491171 | 557959 | -580293 |
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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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