Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735558.8119 | 670690.2811 | 64868.5307 | 3677645.9035 | 5444053.5333 | -1766407.6298 |
Total P&L (%) | 735.5588 | 670.6903 | 64.8685 | 3677.6459 | 5444.0535 | -1766.4076 |
Avg Daily Profit (%) | 0.2942 | 0.2683 | 0.0259 | 0.1454 | 0.1607 | 0 |
Buy And Hold Return (%) | 645.1611 | 645.1611 | 645.1611 | 645.1611 | 645.1611 | 645.1611 |
Max Trade Drawdown | -106302 | -73801 | -83047 | -4933227 | -3125538 | -3062704 |
Profit Factor | 1.6079 | 2.1511 | 1.1034 | 1.1906 | 1.5471 | 0.8109 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 146 | 77 | 69 | 146 | 77 | 69 |
Losing Trades | 184 | 88 | 96 | 184 | 88 | 96 |
Profitability (%) | 44.2424 | 46.6667 | 41.8182 | 44.2424 | 46.6667 | 41.8182 |
Ratio Avg Win / Avg Loss | 2.0264 | 2.4584 | 1.5352 | 1.5005 | 1.7681 | 1.1282 |
Largest Winning Trade | 153819 | 153819 | 50966 | 2786722 | 2786722 | 744306 |
Largest Losing Trade | -50112 | -25962 | -50112 | -1903713 | -1903713 | -1470870 |
Avg Bars in Trades | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Winners | 40 | 42 | 37 | 40 | 42 | 37 |
Avg Bars in Losers | 21 | 22 | 19 | 21 | 22 | 19 |
Bars Traded | 9746 | 5241 | 4505 | 9746 | 5241 | 4505 |
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 | -110535 | -141741 | -432242 | -9369 | 339118 | -581706 |
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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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