Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719092.8317 | 659064.037 | 60028.7947 | 3305035.1395 | 14244974.1504 | -10939939.0109 |
Total P&L (%) | 719.0928 | 659.064 | 60.0288 | 3305.0351 | 14244.9742 | -10939.939 |
Avg Daily Profit (%) | 0.2876 | 0.2636 | 0.024 | 0.1412 | 0.1988 | 0 |
Buy And Hold Return (%) | 763.3935 | 763.3935 | 763.3935 | 763.3935 | 763.3935 | 763.3935 |
Max Trade Drawdown | -177221 | -102903 | -159775 | -17079947 | -4501839 | -17023546 |
Profit Factor | 1.8456 | 2.4829 | 1.1479 | 1.0753 | 1.7496 | 0.5605 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Losing Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Profitability (%) | 46.4602 | 46.0177 | 46.9027 | 46.4602 | 46.0177 | 46.9027 |
Ratio Avg Win / Avg Loss | 2.1268 | 2.9126 | 1.2995 | 1.2392 | 2.0524 | 0.6345 |
Largest Winning Trade | 159580 | 159580 | 63770 | 11885753 | 11885753 | 1950728 |
Largest Losing Trade | -42464 | -31405 | -42464 | -8210016 | -1817693 | -8210016 |
Avg Bars in Trades | 31 | 35 | 26 | 31 | 35 | 26 |
Avg Bars in Winners | 43 | 45 | 41 | 43 | 45 | 41 |
Avg Bars in Losers | 20 | 27 | 13 | 20 | 27 | 13 |
Bars Traded | 7051 | 4036 | 3015 | 7051 | 4036 | 3015 |
Profit Streak | 0 | 0 | 70.3859 | 0 | 0 | 70.3859 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153683 | -154267 | -385085 | -143981 | 343512 | -581400 |
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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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