Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846305.811 | 740741.2819 | 105564.5291 | 9121642.3686 | 23684373.1146 | -14562730.746 |
Total P&L (%) | 846.3058 | 740.7413 | 105.5645 | 9121.6424 | 23684.3731 | -14562.7307 |
Avg Daily Profit (%) | 0.3385 | 0.2963 | 0.0422 | 0.1811 | 0.2191 | 0 |
Buy And Hold Return (%) | 822.1807 | 822.1807 | 822.1807 | 822.1807 | 822.1807 | 822.1807 |
Max Trade Drawdown | -128989 | -83543 | -121047 | -22794398 | -6053070 | -21752085 |
Profit Factor | 2.156 | 3.0353 | 1.2868 | 1.1641 | 2.0943 | 0.5708 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 96 | 45 | 51 | 96 | 45 | 51 |
Losing Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Profitability (%) | 49.4845 | 46.3918 | 52.5773 | 49.4845 | 46.3918 | 52.5773 |
Ratio Avg Win / Avg Loss | 2.201 | 3.5075 | 1.1606 | 1.1884 | 2.42 | 0.5148 |
Largest Winning Trade | 179417 | 179417 | 62499 | 18745489 | 18745489 | 1921588 |
Largest Losing Trade | -30941 | -27774 | -30941 | -9032773 | -3037971 | -9032773 |
Avg Bars in Trades | 37 | 40 | 33 | 37 | 40 | 33 |
Avg Bars in Winners | 52 | 54 | 50 | 52 | 54 | 50 |
Avg Bars in Losers | 22 | 29 | 15 | 22 | 29 | 15 |
Bars Traded | 7224 | 3951 | 3272 | 7224 | 3951 | 3272 |
Profit Streak | 0 | 0 | 60.692 | 0 | 0 | 60.692 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142510 | -152817 | -301689 | -31275 | 377434 | -580179 |
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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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