Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849448.7983 | 780751.4376 | 68697.3606 | 4270933.7889 | 9509940.1354 | -5239006.3465 |
Total P&L (%) | 849.4488 | 780.7514 | 68.6974 | 4270.9338 | 9509.9401 | -5239.0063 |
Avg Daily Profit (%) | 0.3399 | 0.3124 | 0.0275 | 0.1513 | 0.1828 | 0 |
Buy And Hold Return (%) | 568.9483 | 568.9483 | 568.9483 | 568.9483 | 568.9483 | 568.9483 |
Max Trade Drawdown | -110059 | -74893 | -113382 | -8685568 | -3521997 | -7713732 |
Profit Factor | 2.1222 | 2.9644 | 1.1911 | 1.1735 | 1.8153 | 0.5957 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Profitability (%) | 45.3333 | 43.75 | 46.9027 | 45.3333 | 43.75 | 46.9027 |
Ratio Avg Win / Avg Loss | 2.5591 | 3.8113 | 1.3484 | 1.4151 | 2.334 | 0.6744 |
Largest Winning Trade | 291706 | 291706 | 43449 | 9459670 | 9459670 | 763484 |
Largest Losing Trade | -27475 | -27475 | -23638 | -2253478 | -1670465 | -2253478 |
Avg Bars in Trades | 64 | 75 | 53 | 64 | 75 | 53 |
Avg Bars in Winners | 80 | 97 | 63 | 80 | 97 | 63 |
Avg Bars in Losers | 51 | 58 | 44 | 51 | 58 | 44 |
Bars Traded | 14555 | 8472 | 6084 | 14555 | 8472 | 6084 |
Profit Streak | 0 | 18.0246 | 0 | 0 | 18.0246 | 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 | 8527 | -37422 | -333722 | -22738 | 331656 | -582236 |
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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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