Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 827374.3994 | 726794.5812 | 100579.8182 | 7273403.3254 | 14059280.3295 | -6785877.0041 |
Total P&L (%) | 827.3744 | 726.7946 | 100.5798 | 7273.4033 | 14059.2803 | -6785.877 |
Avg Daily Profit (%) | 0.331 | 0.2907 | 0.0402 | 0.1722 | 0.1983 | 0 |
Buy And Hold Return (%) | 925.5622 | 925.5622 | 925.5622 | 925.5622 | 925.5622 | 925.5622 |
Max Trade Drawdown | -116837 | -97617 | -76634 | -9052781 | -1616476 | -10394036 |
Profit Factor | 2.1604 | 2.8935 | 1.3056 | 1.2937 | 2.5597 | 0.5691 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Losing Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Profitability (%) | 53.9773 | 55.6818 | 52.2727 | 53.9773 | 55.6818 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.842 | 2.303 | 1.192 | 1.1031 | 2.0373 | 0.5196 |
Largest Winning Trade | 178959 | 178959 | 50426 | 9747808 | 9747808 | 1283046 |
Largest Losing Trade | -58367 | -48434 | -58367 | -8868860 | -1406386 | -8868860 |
Avg Bars in Trades | 55 | 70 | 41 | 55 | 70 | 41 |
Avg Bars in Winners | 71 | 81 | 60 | 71 | 81 | 60 |
Avg Bars in Losers | 37 | 55 | 20 | 37 | 55 | 20 |
Bars Traded | 9810 | 6163 | 3647 | 9810 | 6163 | 3647 |
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 | -151073 | -151022 | -304847 | 334180 | 479570 | -580802 |
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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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