Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786345.9958 | 743235.1774 | 43110.8184 | 2540635.1493 | 7252990.7351 | -4712355.5858 |
Total P&L (%) | 786.346 | 743.2352 | 43.1108 | 2540.6351 | 7252.9907 | -4712.3556 |
Avg Daily Profit (%) | 0.3145 | 0.2973 | 0.0172 | 0.131 | 0.1721 | 0 |
Buy And Hold Return (%) | 700.6073 | 700.6073 | 700.6073 | 700.6073 | 700.6073 | 700.6073 |
Max Trade Drawdown | -145821 | -102019 | -102371 | -8112766 | -4356337 | -5860648 |
Profit Factor | 1.6841 | 2.2306 | 1.079 | 1.1062 | 1.6198 | 0.6147 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 152 | 73 | 79 | 152 | 73 | 79 |
Losing Trades | 171 | 88 | 83 | 171 | 88 | 83 |
Profitability (%) | 47.0588 | 45.3416 | 48.7654 | 47.0588 | 45.3416 | 48.7654 |
Ratio Avg Win / Avg Loss | 1.8946 | 2.6889 | 1.1337 | 1.2444 | 1.9526 | 0.6458 |
Largest Winning Trade | 298629 | 298629 | 61538 | 7379728 | 7379728 | 927151 |
Largest Losing Trade | -42016 | -33140 | -42016 | -3087290 | -1225283 | -3087290 |
Avg Bars in Trades | 30 | 32 | 27 | 30 | 32 | 27 |
Avg Bars in Winners | 40 | 41 | 40 | 40 | 41 | 40 |
Avg Bars in Losers | 20 | 25 | 16 | 20 | 25 | 16 |
Bars Traded | 9733 | 5210 | 4523 | 9733 | 5210 | 4523 |
Profit Streak | 0 | 8.9293 | 0 | 0 | 8.9293 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114952 | -134589 | -469095 | -123436 | 360374 | -580687 |
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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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