Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 796611.0069 | 706940.7878 | 89670.2191 | 4664461.5466 | 6679936.3434 | -2015474.7968 |
Total P&L (%) | 796.611 | 706.9408 | 89.6702 | 4664.4615 | 6679.9363 | -2015.4748 |
Avg Daily Profit (%) | 0.3186 | 0.2827 | 0.0359 | 0.1547 | 0.1688 | 0 |
Buy And Hold Return (%) | 746.3697 | 746.3697 | 746.3697 | 746.3697 | 746.3697 | 746.3697 |
Max Trade Drawdown | -120996 | -67035 | -102952 | -7687361 | -5009240 | -4407716 |
Profit Factor | 1.8353 | 2.5779 | 1.1774 | 1.2093 | 1.5594 | 0.8052 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 144 | 66 | 78 | 144 | 66 | 78 |
Losing Trades | 125 | 68 | 57 | 125 | 68 | 57 |
Profitability (%) | 53.5316 | 49.2537 | 57.7778 | 53.5316 | 49.2537 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.5932 | 2.656 | 0.8604 | 1.0497 | 1.6067 | 0.5884 |
Largest Winning Trade | 171941 | 171941 | 61369 | 3033368 | 3033368 | 1101549 |
Largest Losing Trade | -67225 | -28867 | -67225 | -1712015 | -1704277 | -1712015 |
Avg Bars in Trades | 36 | 35 | 36 | 36 | 35 | 36 |
Avg Bars in Winners | 42 | 44 | 40 | 42 | 44 | 40 |
Avg Bars in Losers | 29 | 27 | 30 | 29 | 27 | 30 |
Bars Traded | 9751 | 4796 | 4955 | 9751 | 4796 | 4955 |
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 | -130436 | -152606 | -337054 | 307596 | 362239 | -579966 |
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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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