Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743327.7034 | 696678.985 | 46648.7183 | 2049976.0469 | 8136984.7184 | -6087008.6714 |
Total P&L (%) | 743.3277 | 696.679 | 46.6487 | 2049.976 | 8136.9847 | -6087.0087 |
Avg Daily Profit (%) | 0.2973 | 0.2786 | 0.0187 | 0.1228 | 0.1766 | 0 |
Buy And Hold Return (%) | 944.4592 | 944.4592 | 944.4592 | 944.4592 | 944.4592 | 944.4592 |
Max Trade Drawdown | -139931 | -61025 | -129105 | -8091469 | -2358959 | -8278199 |
Profit Factor | 1.9081 | 2.8537 | 1.1054 | 1.1041 | 2.0886 | 0.5017 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 88 | 39 | 49 | 88 | 39 | 49 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 49.162 | 43.8202 | 54.4444 | 49.162 | 43.8202 | 54.4444 |
Ratio Avg Win / Avg Loss | 1.9731 | 3.6585 | 0.9249 | 1.1418 | 2.6777 | 0.4198 |
Largest Winning Trade | 186466 | 186466 | 62046 | 6337027 | 6337027 | 1127510 |
Largest Losing Trade | -65167 | -31370 | -65167 | -5388594 | -718761 | -5388594 |
Avg Bars in Trades | 53 | 58 | 48 | 53 | 58 | 48 |
Avg Bars in Winners | 64 | 68 | 60 | 64 | 68 | 60 |
Avg Bars in Losers | 42 | 50 | 32 | 42 | 50 | 32 |
Bars Traded | 9526 | 5202 | 4324 | 9526 | 5202 | 4324 |
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 | -152674 | -154339 | -439740 | -139823 | 327213 | -580515 |
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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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