Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 885584.1458 | 771380.1751 | 114203.9707 | 15158046.8864 | 21792315.08 | -6634268.1935 |
Total P&L (%) | 885.5841 | 771.3802 | 114.204 | 15158.0469 | 21792.3151 | -6634.2682 |
Avg Daily Profit (%) | 0.3542 | 0.3085 | 0.0457 | 0.2013 | 0.2158 | 0 |
Buy And Hold Return (%) | 928.7706 | 928.7706 | 928.7706 | 928.7706 | 928.7706 | 928.7706 |
Max Trade Drawdown | -87425 | -45172 | -85280 | -7123918 | -3722529 | -10364960 |
Profit Factor | 3.0066 | 5.7327 | 1.4103 | 1.5215 | 3.3573 | 0.6653 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 41.8367 | 42.8571 | 40.8163 | 41.8367 | 42.8571 | 40.8163 |
Ratio Avg Win / Avg Loss | 4.1799 | 7.6436 | 2.0449 | 2.1153 | 4.4765 | 0.9647 |
Largest Winning Trade | 298733 | 298733 | 56679 | 13258829 | 13258829 | 2129407 |
Largest Losing Trade | -39477 | -20237 | -39477 | -6986313 | -968937 | -6986313 |
Avg Bars in Trades | 70 | 69 | 71 | 70 | 69 | 71 |
Avg Bars in Winners | 115 | 109 | 120 | 115 | 109 | 120 |
Avg Bars in Losers | 38 | 38 | 38 | 38 | 38 | 38 |
Bars Traded | 6909 | 3382 | 3527 | 6909 | 3382 | 3527 |
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 | -153593 | -151161 | -299288 | 276617 | 428779 | -584253 |
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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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