Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763036.1974 | 711921.3577 | 51114.8397 | 2704037.5558 | 8403171.5823 | -5699134.0266 |
Total P&L (%) | 763.0362 | 711.9214 | 51.1148 | 2704.0376 | 8403.1716 | -5699.134 |
Avg Daily Profit (%) | 0.3052 | 0.2847 | 0.0204 | 0.1334 | 0.1779 | 0 |
Buy And Hold Return (%) | 864.3493 | 864.3493 | 864.3493 | 864.3493 | 864.3493 | 864.3493 |
Max Trade Drawdown | -146508 | -78921 | -129038 | -11455593 | -5071268 | -8683783 |
Profit Factor | 1.8751 | 2.7179 | 1.1117 | 1.0938 | 1.642 | 0.6381 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Losing Trades | 119 | 56 | 63 | 119 | 56 | 63 |
Profitability (%) | 44.3925 | 47.6636 | 41.1215 | 44.3925 | 47.6636 | 41.1215 |
Ratio Avg Win / Avg Loss | 2.3488 | 2.9843 | 1.5918 | 1.3701 | 1.803 | 0.9136 |
Largest Winning Trade | 325933 | 325933 | 44546 | 9910574 | 9910574 | 2680659 |
Largest Losing Trade | -36887 | -27478 | -36887 | -4586535 | -1785603 | -4586535 |
Avg Bars in Trades | 33 | 37 | 29 | 33 | 37 | 29 |
Avg Bars in Winners | 44 | 46 | 40 | 44 | 46 | 40 |
Avg Bars in Losers | 24 | 28 | 20 | 24 | 28 | 20 |
Bars Traded | 7088 | 3982 | 3106 | 7088 | 3982 | 3106 |
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 | -154342 | -153008 | -431297 | -135935 | 352075 | -584222 |
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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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