Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758959.8392 | 712809.1929 | 46150.6463 | 1664190.1929 | 6490615.5835 | -4826425.3907 |
Total P&L (%) | 758.9598 | 712.8092 | 46.1506 | 1664.1902 | 6490.6156 | -4826.4254 |
Avg Daily Profit (%) | 0.3036 | 0.2851 | 0.0185 | 0.1149 | 0.1677 | 0 |
Buy And Hold Return (%) | 777.0093 | 777.0093 | 777.0093 | 777.0093 | 777.0093 | 777.0093 |
Max Trade Drawdown | -137923 | -79658 | -166344 | -9930764 | -2628922 | -10995794 |
Profit Factor | 1.7575 | 2.4458 | 1.0907 | 1.0515 | 1.4295 | 0.7192 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 151 | 70 | 81 | 151 | 70 | 81 |
Losing Trades | 140 | 75 | 65 | 140 | 75 | 65 |
Profitability (%) | 51.89 | 48.2759 | 55.4795 | 51.89 | 48.2759 | 55.4795 |
Ratio Avg Win / Avg Loss | 1.6295 | 2.6204 | 0.8752 | 0.9749 | 1.5316 | 0.5771 |
Largest Winning Trade | 181191 | 181191 | 57999 | 2472336 | 2472336 | 1193386 |
Largest Losing Trade | -73625 | -45995 | -73625 | -8117702 | -1688637 | -8117702 |
Avg Bars in Trades | 33 | 32 | 34 | 33 | 32 | 34 |
Avg Bars in Winners | 38 | 36 | 39 | 38 | 36 | 39 |
Avg Bars in Losers | 28 | 28 | 28 | 28 | 28 | 28 |
Bars Traded | 9745 | 4675 | 5070 | 9745 | 4675 | 5070 |
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 | -151755 | -153192 | -455858 | -208910 | 320664 | -580235 |
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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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