Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772024.3116 | 692841.555 | 79182.7567 | 4433032.5685 | 13410684.6085 | -8977652.0399 |
Total P&L (%) | 772.0243 | 692.8416 | 79.1828 | 4433.0326 | 13410.6846 | -8977.652 |
Avg Daily Profit (%) | 0.3088 | 0.2771 | 0.0317 | 0.1527 | 0.1964 | 0 |
Buy And Hold Return (%) | 909.7348 | 909.7348 | 909.7348 | 909.7348 | 909.7348 | 909.7348 |
Max Trade Drawdown | -156048 | -66759 | -121562 | -14714020 | -3961890 | -12832362 |
Profit Factor | 1.8345 | 2.4077 | 1.1829 | 1.1304 | 1.8895 | 0.5256 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Losing Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Profitability (%) | 51.9481 | 49.5652 | 54.3103 | 51.9481 | 49.5652 | 54.3103 |
Ratio Avg Win / Avg Loss | 1.6969 | 2.4499 | 0.9951 | 1.0456 | 1.9226 | 0.4422 |
Largest Winning Trade | 240977 | 240977 | 40021 | 12523986 | 12523986 | 1922572 |
Largest Losing Trade | -45774 | -26809 | -45774 | -6914025 | -1383520 | -6914025 |
Avg Bars in Trades | 42 | 45 | 38 | 42 | 45 | 38 |
Avg Bars in Winners | 46 | 49 | 44 | 46 | 49 | 44 |
Avg Bars in Losers | 37 | 41 | 32 | 37 | 41 | 32 |
Bars Traded | 9718 | 5221 | 4497 | 9718 | 5221 | 4497 |
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 | -151867 | -152911 | -337047 | -69462 | 402360 | -580465 |
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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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