Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665537.5426 | 656072.3347 | 9465.2079 | 664769.5511 | 4010552.4921 | -3345782.941 |
Total P&L (%) | 665.5375 | 656.0723 | 9.4652 | 664.7696 | 4010.5525 | -3345.7829 |
Avg Daily Profit (%) | 0.2662 | 0.2624 | 0.0038 | 0.0814 | 0.1488 | 0 |
Buy And Hold Return (%) | 713.5812 | 713.5812 | 713.5812 | 713.5812 | 713.5812 | 713.5812 |
Max Trade Drawdown | -136978 | -58746 | -127856 | -3352177 | -917936 | -4613971 |
Profit Factor | 2.162 | 3.6223 | 1.0293 | 1.0816 | 2.6368 | 0.4125 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 45.8824 | 47.619 | 44.186 | 45.8824 | 47.619 | 44.186 |
Ratio Avg Win / Avg Loss | 2.5501 | 3.9846 | 1.3002 | 1.2757 | 2.9005 | 0.5211 |
Largest Winning Trade | 269097 | 269097 | 44602 | 2840702 | 2840702 | 490251 |
Largest Losing Trade | -70573 | -31711 | -70573 | -2749792 | -363589 | -2749792 |
Avg Bars in Trades | 114 | 114 | 113 | 114 | 114 | 113 |
Avg Bars in Winners | 149 | 147 | 151 | 149 | 147 | 151 |
Avg Bars in Losers | 84 | 85 | 83 | 84 | 85 | 83 |
Bars Traded | 9727 | 4829 | 4898 | 9727 | 4829 | 4898 |
Profit Streak | 0 | 168.0573 | 0 | 0 | 168.0573 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154435 | -150337 | -543993 | -381750 | 365252 | -582988 |
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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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