Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681206.3624 | 659597.6071 | 21608.7554 | 1567244.5843 | 5239708.2406 | -3672463.6563 |
Total P&L (%) | 681.2064 | 659.5976 | 21.6088 | 1567.2446 | 5239.7082 | -3672.4637 |
Avg Daily Profit (%) | 0.2725 | 0.2638 | 0.0086 | 0.1126 | 0.1592 | 0 |
Buy And Hold Return (%) | 795.2378 | 795.2378 | 795.2378 | 795.2378 | 795.2378 | 795.2378 |
Max Trade Drawdown | -160159 | -119164 | -118526 | -4476020 | -1603708 | -4918615 |
Profit Factor | 1.8266 | 2.604 | 1.0523 | 1.1171 | 2.0143 | 0.5533 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 103 | 54 | 49 | 103 | 54 | 49 |
Profitability (%) | 49.0099 | 46.5347 | 51.4851 | 49.0099 | 46.5347 | 51.4851 |
Ratio Avg Win / Avg Loss | 1.9004 | 2.9919 | 0.9916 | 1.1622 | 2.3143 | 0.5214 |
Largest Winning Trade | 180955 | 180955 | 63427 | 3597041 | 3597041 | 535743 |
Largest Losing Trade | -58433 | -40859 | -58433 | -3263418 | -567570 | -3263418 |
Avg Bars in Trades | 46 | 55 | 36 | 46 | 55 | 36 |
Avg Bars in Winners | 63 | 69 | 57 | 63 | 69 | 57 |
Avg Bars in Losers | 30 | 43 | 15 | 30 | 43 | 15 |
Bars Traded | 9350 | 5623 | 3727 | 9350 | 5623 | 3727 |
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 | -152982 | -153861 | -511783 | -140394 | 345977 | -580870 |
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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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