Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779680.4967 | 718568.3434 | 61112.1533 | 3816737.8439 | 8718933.0474 | -4902195.2035 |
Total P&L (%) | 779.6805 | 718.5683 | 61.1122 | 3816.7378 | 8718.933 | -4902.1952 |
Avg Daily Profit (%) | 0.3118 | 0.2874 | 0.0244 | 0.1468 | 0.1793 | 0 |
Buy And Hold Return (%) | 811.1723 | 811.1723 | 811.1723 | 811.1723 | 811.1723 | 811.1723 |
Max Trade Drawdown | -122666 | -105050 | -106472 | -7297351 | -3838880 | -6891899 |
Profit Factor | 1.7566 | 2.4108 | 1.1173 | 1.1195 | 1.5869 | 0.7132 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Losing Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Profitability (%) | 44.5255 | 44.5255 | 44.5255 | 44.5255 | 44.5255 | 44.5255 |
Ratio Avg Win / Avg Loss | 2.1886 | 3.0037 | 1.392 | 1.3948 | 1.9771 | 0.8885 |
Largest Winning Trade | 245412 | 245412 | 60646 | 7143379 | 7143379 | 1981322 |
Largest Losing Trade | -38275 | -30567 | -38275 | -3848283 | -1517286 | -3848283 |
Avg Bars in Trades | 35 | 38 | 32 | 35 | 38 | 32 |
Avg Bars in Winners | 46 | 44 | 47 | 46 | 44 | 47 |
Avg Bars in Losers | 26 | 33 | 20 | 26 | 33 | 20 |
Bars Traded | 9696 | 5262 | 4434 | 9696 | 5262 | 4434 |
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 | -154149 | -154719 | -419848 | -88047 | 305615 | -583097 |
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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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