Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966812.0846 | 850382.5575 | 116429.5272 | 11959679.5982 | 12229804.0873 | -270124.4891 |
Total P&L (%) | 966.8121 | 850.3826 | 116.4295 | 11959.6796 | 12229.8041 | -270.1245 |
Avg Daily Profit (%) | 0.3868 | 0.3402 | 0.0466 | 0.1919 | 0.1928 | 0 |
Buy And Hold Return (%) | 716.9442 | 716.9442 | 716.9442 | 716.9442 | 716.9442 | 716.9442 |
Max Trade Drawdown | -150518 | -102770 | -82422 | -5058793 | -2298734 | -4780809 |
Profit Factor | 1.9081 | 2.4629 | 1.2409 | 1.4574 | 2.0682 | 0.9816 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 129 | 69 | 60 | 129 | 69 | 60 |
Losing Trades | 163 | 77 | 86 | 163 | 77 | 86 |
Profitability (%) | 44.1781 | 47.2603 | 41.0959 | 44.1781 | 47.2603 | 41.0959 |
Ratio Avg Win / Avg Loss | 2.4111 | 2.7485 | 1.7786 | 1.8415 | 2.3079 | 1.407 |
Largest Winning Trade | 356044 | 356044 | 44534 | 6075504 | 6075504 | 3554365 |
Largest Losing Trade | -31104 | -29497 | -31104 | -3363882 | -1579705 | -3363882 |
Avg Bars in Trades | 50 | 53 | 47 | 50 | 53 | 47 |
Avg Bars in Winners | 69 | 67 | 71 | 69 | 67 | 71 |
Avg Bars in Losers | 35 | 41 | 30 | 35 | 41 | 30 |
Bars Traded | 14791 | 7839 | 6951 | 14791 | 7839 | 6951 |
Profit Streak | 0 | 84.8354 | 0 | 0 | 84.8354 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44829 | -94215 | -299268 | 337985 | 418911 | -582741 |
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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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