Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 808150.5259 | 744734.7638 | 63415.7622 | 3128383.2207 | 16562111.5073 | -13433728.2866 |
Total P&L (%) | 808.1505 | 744.7348 | 63.4158 | 3128.3832 | 16562.1115 | -13433.7283 |
Avg Daily Profit (%) | 0.3233 | 0.2979 | 0.0254 | 0.1391 | 0.2048 | 0 |
Buy And Hold Return (%) | 714.0959 | 714.0959 | 714.0959 | 714.0959 | 714.0959 | 714.0959 |
Max Trade Drawdown | -181267 | -131732 | -138278 | -18415052 | -4864331 | -17823543 |
Profit Factor | 1.7432 | 2.4559 | 1.1101 | 1.0666 | 2.0405 | 0.5673 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 144 | 69 | 75 | 144 | 69 | 75 |
Losing Trades | 138 | 72 | 66 | 138 | 72 | 66 |
Profitability (%) | 51.0638 | 48.9362 | 53.1915 | 51.0638 | 48.9362 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.6705 | 2.5627 | 0.9769 | 1.0222 | 2.1292 | 0.4993 |
Largest Winning Trade | 245412 | 245412 | 56721 | 14959363 | 14959363 | 2220250 |
Largest Losing Trade | -47553 | -35287 | -47553 | -10012395 | -1765216 | -10012395 |
Avg Bars in Trades | 34 | 38 | 30 | 34 | 38 | 30 |
Avg Bars in Winners | 38 | 41 | 36 | 38 | 41 | 36 |
Avg Bars in Losers | 29 | 35 | 23 | 29 | 35 | 23 |
Bars Traded | 9676 | 5385 | 4291 | 9676 | 5385 | 4291 |
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 | -110792 | -139469 | -425601 | -154480 | 409070 | -580544 |
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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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