Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892985.3622 | 828188.2119 | 64797.1503 | 3432585.0333 | 5404283.6104 | -1971698.5771 |
Total P&L (%) | 892.9854 | 828.1882 | 64.7972 | 3432.585 | 5404.2836 | -1971.6986 |
Avg Daily Profit (%) | 0.3572 | 0.3313 | 0.0259 | 0.1427 | 0.1605 | 0 |
Buy And Hold Return (%) | 729.9071 | 729.9071 | 729.9071 | 729.9071 | 729.9071 | 729.9071 |
Max Trade Drawdown | -113866 | -64371 | -78537 | -2650438 | -1346839 | -2963150 |
Profit Factor | 2.1377 | 3.6669 | 1.1366 | 1.2944 | 2.3224 | 0.7396 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Losing Trades | 112 | 60 | 52 | 112 | 60 | 52 |
Profitability (%) | 48.6239 | 44.9541 | 52.2936 | 48.6239 | 44.9541 | 52.2936 |
Ratio Avg Win / Avg Loss | 2.2587 | 4.4901 | 1.0369 | 1.3677 | 2.8437 | 0.6747 |
Largest Winning Trade | 341716 | 341716 | 49329 | 3877714 | 3877714 | 668695 |
Largest Losing Trade | -63996 | -20240 | -63996 | -1723354 | -657500 | -1723354 |
Avg Bars in Trades | 44 | 42 | 46 | 44 | 42 | 46 |
Avg Bars in Winners | 54 | 58 | 50 | 54 | 58 | 50 |
Avg Bars in Losers | 34 | 28 | 41 | 34 | 28 | 41 |
Bars Traded | 9651 | 4600 | 5051 | 9651 | 4600 | 5051 |
Profit Streak | 0 | 88.2207 | 0 | 0 | 88.2207 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82215 | -109577 | -394270 | -3083 | 376349 | -580744 |
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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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