Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 741803.4283 | 712631.0674 | 29172.3609 | 1946324.0192 | 7325684.5031 | -5379360.4839 |
Total P&L (%) | 741.8034 | 712.6311 | 29.1724 | 1946.324 | 7325.6845 | -5379.3605 |
Avg Daily Profit (%) | 0.2967 | 0.2851 | 0.0117 | 0.1208 | 0.1725 | 0 |
Buy And Hold Return (%) | 699.7745 | 699.7745 | 699.7745 | 699.7745 | 699.7745 | 699.7745 |
Max Trade Drawdown | -153765 | -122420 | -110165 | -7904153 | -3245548 | -6621558 |
Profit Factor | 1.6099 | 2.1393 | 1.0494 | 1.0753 | 1.6237 | 0.6186 |
Total Trades | 370 | 185 | 185 | 370 | 185 | 185 |
Winning Trades | 156 | 81 | 75 | 156 | 81 | 75 |
Losing Trades | 214 | 104 | 110 | 214 | 104 | 110 |
Profitability (%) | 42.1622 | 43.7838 | 40.5405 | 42.1622 | 43.7838 | 40.5405 |
Ratio Avg Win / Avg Loss | 2.2084 | 2.7468 | 1.5391 | 1.4751 | 2.0847 | 0.9073 |
Largest Winning Trade | 286848 | 286848 | 55752 | 7378288 | 7378288 | 1071997 |
Largest Losing Trade | -34500 | -28542 | -34500 | -3160236 | -1044405 | -3160236 |
Avg Bars in Trades | 26 | 27 | 24 | 26 | 27 | 24 |
Avg Bars in Winners | 37 | 38 | 36 | 37 | 38 | 36 |
Avg Bars in Losers | 17 | 19 | 16 | 17 | 19 | 16 |
Bars Traded | 9693 | 5145 | 4548 | 9693 | 5145 | 4548 |
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 | -136016 | -148954 | -511112 | -173143 | 329395 | -583765 |
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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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