Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 813407.4235 | 725648.5448 | 87758.8787 | 6420764.2999 | 10453678.0971 | -4032913.7972 |
Total P&L (%) | 813.4074 | 725.6485 | 87.7589 | 6420.7643 | 10453.6781 | -4032.9138 |
Avg Daily Profit (%) | 0.3252 | 0.2901 | 0.0351 | 0.1672 | 0.1864 | 0 |
Buy And Hold Return (%) | 715.0699 | 715.0699 | 715.0699 | 715.0699 | 715.0699 | 715.0699 |
Max Trade Drawdown | -119640 | -74099 | -90425 | -14471010 | -7335635 | -7345161 |
Profit Factor | 1.7258 | 2.3064 | 1.1553 | 1.1743 | 1.5611 | 0.7785 |
Total Trades | 341 | 170 | 171 | 341 | 170 | 171 |
Winning Trades | 159 | 82 | 77 | 159 | 82 | 77 |
Losing Trades | 182 | 88 | 94 | 182 | 88 | 94 |
Profitability (%) | 46.6276 | 48.2353 | 45.0292 | 46.6276 | 48.2353 | 45.0292 |
Ratio Avg Win / Avg Loss | 1.9754 | 2.4752 | 1.4103 | 1.3442 | 1.6753 | 0.9504 |
Largest Winning Trade | 188025 | 188025 | 57716 | 5990891 | 5990891 | 3110659 |
Largest Losing Trade | -37635 | -37635 | -30131 | -4315115 | -3771118 | -4315115 |
Avg Bars in Trades | 28 | 32 | 25 | 28 | 32 | 25 |
Avg Bars in Winners | 35 | 36 | 35 | 35 | 36 | 35 |
Avg Bars in Losers | 22 | 29 | 16 | 22 | 29 | 16 |
Bars Traded | 9816 | 5536 | 4280 | 9816 | 5536 | 4280 |
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 | -109865 | -148327 | -362866 | -20294 | 372998 | -582093 |
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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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