Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 885601.6637 | 763346.927 | 122254.7366 | 11233523.1018 | 12853759.1816 | -1620236.0798 |
Total P&L (%) | 885.6017 | 763.3469 | 122.2547 | 11233.5231 | 12853.7592 | -1620.2361 |
Avg Daily Profit (%) | 0.3543 | 0.3054 | 0.0489 | 0.1894 | 0.1948 | 0 |
Buy And Hold Return (%) | 904.7785 | 904.7785 | 904.7785 | 904.7785 | 904.7785 | 904.7785 |
Max Trade Drawdown | -90147 | -58630 | -74521 | -10512675 | -6460897 | -6185989 |
Profit Factor | 2.0391 | 2.6003 | 1.3258 | 1.2693 | 1.5503 | 0.9117 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 105 | 47 | 58 | 105 | 47 | 58 |
Losing Trades | 112 | 61 | 51 | 112 | 61 | 51 |
Profitability (%) | 48.3871 | 43.5185 | 53.211 | 48.3871 | 43.5185 | 53.211 |
Ratio Avg Win / Avg Loss | 2.1751 | 3.3748 | 1.1658 | 1.354 | 2.0121 | 0.8017 |
Largest Winning Trade | 202519 | 202519 | 49885 | 7320587 | 7320587 | 2367396 |
Largest Losing Trade | -37660 | -28487 | -37660 | -3043733 | -3043733 | -2798695 |
Avg Bars in Trades | 67 | 71 | 62 | 67 | 71 | 62 |
Avg Bars in Winners | 93 | 103 | 86 | 93 | 103 | 86 |
Avg Bars in Losers | 42 | 47 | 35 | 42 | 47 | 35 |
Bars Traded | 14585 | 7767 | 6819 | 14585 | 7767 | 6819 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152036 | -154667 | -292970 | 300690 | 285496 | -580625 |
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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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