Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 954850.4419 | 859166.3259 | 95684.116 | 7521928.5295 | 8988177.6519 | -1466249.1224 |
Total P&L (%) | 954.8504 | 859.1663 | 95.6841 | 7521.9285 | 8988.1777 | -1466.2491 |
Avg Daily Profit (%) | 0.382 | 0.3438 | 0.0383 | 0.1735 | 0.1806 | 0 |
Buy And Hold Return (%) | 896.4039 | 896.4039 | 896.4039 | 896.4039 | 896.4039 | 896.4039 |
Max Trade Drawdown | -53541 | -51055 | -56441 | -4771999 | -3336402 | -3428646 |
Profit Factor | 2.2497 | 2.9502 | 1.2958 | 1.4307 | 1.8689 | 0.794 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 44.586 | 44.8718 | 44.3038 | 44.586 | 44.8718 | 44.3038 |
Ratio Avg Win / Avg Loss | 2.7961 | 3.6245 | 1.629 | 1.7782 | 2.296 | 0.9982 |
Largest Winning Trade | 363981 | 363981 | 47981 | 8301029 | 8301029 | 1202804 |
Largest Losing Trade | -32004 | -32004 | -28125 | -1696051 | -1696051 | -1352679 |
Avg Bars in Trades | 92 | 98 | 86 | 92 | 98 | 86 |
Avg Bars in Winners | 128 | 133 | 124 | 128 | 133 | 124 |
Avg Bars in Losers | 63 | 70 | 57 | 63 | 70 | 57 |
Bars Traded | 14575 | 7704 | 6871 | 14575 | 7704 | 6871 |
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 | -132900 | -187329 | -335542 | 306818 | -25033 | -609951 |
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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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