Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832260.5206 | 757117.3091 | 75143.2115 | 5086867.7269 | 13261631.4334 | -8174763.7065 |
Total P&L (%) | 832.2605 | 757.1173 | 75.1432 | 5086.8677 | 13261.6314 | -8174.7637 |
Avg Daily Profit (%) | 0.3328 | 0.3027 | 0.03 | 0.158 | 0.1959 | 0 |
Buy And Hold Return (%) | 789.5801 | 789.5801 | 789.5801 | 789.5801 | 789.5801 | 789.5801 |
Max Trade Drawdown | -148519 | -70210 | -126687 | -14405355 | -6201165 | -12471276 |
Profit Factor | 1.9167 | 2.5844 | 1.1747 | 1.1365 | 1.7073 | 0.5583 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 131 | 67 | 64 | 131 | 67 | 64 |
Losing Trades | 160 | 79 | 81 | 160 | 79 | 81 |
Profitability (%) | 45.0172 | 45.8904 | 44.1379 | 45.0172 | 45.8904 | 44.1379 |
Ratio Avg Win / Avg Loss | 2.341 | 3.0473 | 1.4868 | 1.3881 | 2.0131 | 0.7066 |
Largest Winning Trade | 283780 | 283780 | 48979 | 13050325 | 13050325 | 1686169 |
Largest Losing Trade | -28801 | -28315 | -28801 | -4278205 | -1841100 | -4278205 |
Avg Bars in Trades | 25 | 25 | 24 | 25 | 25 | 24 |
Avg Bars in Winners | 34 | 36 | 32 | 34 | 36 | 32 |
Avg Bars in Losers | 17 | 15 | 18 | 17 | 15 | 18 |
Bars Traded | 7298 | 3693 | 3605 | 7298 | 3693 | 3605 |
Profit Streak | 0 | 0 | 44.5626 | 0 | 0 | 44.5626 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136286 | -153421 | -348028 | -63165 | 351011 | -581962 |
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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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