Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871167.983 | 826149.5042 | 45018.4788 | 2324210.3448 | 5703365.9293 | -3379155.5845 |
Total P&L (%) | 871.168 | 826.1495 | 45.0185 | 2324.2103 | 5703.3659 | -3379.1556 |
Avg Daily Profit (%) | 0.3485 | 0.3305 | 0.018 | 0.1276 | 0.1626 | 0 |
Buy And Hold Return (%) | 755.5021 | 755.5021 | 755.5021 | 755.5021 | 755.5021 | 755.5021 |
Max Trade Drawdown | -107032 | -81261 | -110800 | -4445544 | -1748332 | -4989819 |
Profit Factor | 2.1134 | 3.2424 | 1.1087 | 1.1435 | 1.8489 | 0.6434 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 109 | 56 | 53 | 109 | 56 | 53 |
Profitability (%) | 42.328 | 40.4255 | 44.2105 | 42.328 | 40.4255 | 44.2105 |
Ratio Avg Win / Avg Loss | 2.8795 | 4.7783 | 1.3991 | 1.5581 | 2.7247 | 0.8118 |
Largest Winning Trade | 383321 | 383321 | 54195 | 4495495 | 4495495 | 1359027 |
Largest Losing Trade | -61224 | -38744 | -61224 | -2339767 | -1251004 | -2339767 |
Avg Bars in Trades | 49 | 56 | 42 | 49 | 56 | 42 |
Avg Bars in Winners | 71 | 84 | 59 | 71 | 84 | 59 |
Avg Bars in Losers | 33 | 36 | 29 | 33 | 36 | 29 |
Bars Traded | 9337 | 5293 | 4044 | 9337 | 5293 | 4044 |
Profit Streak | 0 | 86.5847 | 0 | 0 | 86.5847 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106815 | -123998 | -438042 | -88820 | 308268 | -583330 |
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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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