Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850645.9547 | 772053.8294 | 78592.1252 | 4101937.0834 | 16374814.4662 | -12272877.3828 |
Total P&L (%) | 850.646 | 772.0538 | 78.5921 | 4101.9371 | 16374.8145 | -12272.8774 |
Avg Daily Profit (%) | 0.3402 | 0.3088 | 0.0314 | 0.1496 | 0.2044 | 0 |
Buy And Hold Return (%) | 876.4551 | 876.4551 | 876.4551 | 876.4551 | 876.4551 | 876.4551 |
Max Trade Drawdown | -140683 | -59584 | -146628 | -21113185 | -6557197 | -19679639 |
Profit Factor | 2.0566 | 3.0433 | 1.184 | 1.08 | 1.8324 | 0.6115 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Losing Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Profitability (%) | 48.5149 | 50.4951 | 46.5347 | 48.5149 | 50.4951 | 46.5347 |
Ratio Avg Win / Avg Loss | 2.1826 | 2.9837 | 1.3603 | 1.1461 | 1.7964 | 0.7025 |
Largest Winning Trade | 327980 | 327980 | 44094 | 17956627 | 17956627 | 1827222 |
Largest Losing Trade | -59973 | -33647 | -59973 | -13017175 | -3124643 | -13017175 |
Avg Bars in Trades | 47 | 54 | 40 | 47 | 54 | 40 |
Avg Bars in Winners | 59 | 63 | 55 | 59 | 63 | 55 |
Avg Bars in Losers | 36 | 45 | 28 | 36 | 45 | 28 |
Bars Traded | 9653 | 5527 | 4126 | 9653 | 5527 | 4126 |
Profit Streak | 8.2881 | 86.2881 | 0 | 8.2881 | 86.2881 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151479 | -150256 | -336464 | -125860 | 442504 | -582410 |
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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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