Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1030139.1603 | 878764.901 | 151374.2593 | 24722184.8981 | 26066296.9074 | -1344112.0093 |
Total P&L (%) | 1030.1392 | 878.7649 | 151.3743 | 24722.1849 | 26066.2969 | -1344.112 |
Avg Daily Profit (%) | 0.4121 | 0.3515 | 0.0606 | 0.2208 | 0.2229 | 0 |
Buy And Hold Return (%) | 815.342 | 815.342 | 815.342 | 815.342 | 815.342 | 815.342 |
Max Trade Drawdown | -150833 | -120389 | -64059 | -14609683 | -10722443 | -7741157 |
Profit Factor | 1.9672 | 2.5784 | 1.2978 | 1.4211 | 1.8588 | 0.9526 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 145 | 74 | 71 | 145 | 74 | 71 |
Losing Trades | 153 | 75 | 78 | 153 | 75 | 78 |
Profitability (%) | 48.6577 | 49.6644 | 47.651 | 48.6577 | 49.6644 | 47.651 |
Ratio Avg Win / Avg Loss | 2.0758 | 2.6132 | 1.4258 | 1.4995 | 1.8839 | 1.0465 |
Largest Winning Trade | 326175 | 326175 | 64744 | 16490560 | 16490560 | 5774496 |
Largest Losing Trade | -38506 | -36855 | -38506 | -6341909 | -5748184 | -6341909 |
Avg Bars in Trades | 32 | 38 | 26 | 32 | 38 | 26 |
Avg Bars in Winners | 41 | 47 | 34 | 41 | 47 | 34 |
Avg Bars in Losers | 24 | 29 | 20 | 24 | 29 | 20 |
Bars Traded | 9724 | 5718 | 4006 | 9724 | 5718 | 4006 |
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 | -69193 | -127618 | -278575 | 362741 | 412962 | -579906 |
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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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