Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684711.3153 | 563157.9565 | 121553.3588 | 809414.8489 | 2898808.2423 | -2089393.3934 |
Total P&L (%) | 684.7113 | 563.158 | 121.5534 | 809.4148 | 2898.8082 | -2089.3934 |
Avg Daily Profit (%) | 0.3287 | 0.2704 | 0.0584 | 0.106 | 0.1634 | 0 |
Buy And Hold Return (%) | 67.9525 | 67.9525 | 67.9525 | 67.9525 | 67.9525 | 67.9525 |
Max Trade Drawdown | -113017 | -95279 | -96372 | -12982351 | -6964819 | -9452527 |
Profit Factor | 1.5039 | 1.8714 | 1.1706 | 1.0203 | 1.1629 | 0.9057 |
Total Trades | 351 | 175 | 176 | 351 | 175 | 176 |
Winning Trades | 188 | 89 | 99 | 188 | 89 | 99 |
Losing Trades | 163 | 86 | 77 | 163 | 86 | 77 |
Profitability (%) | 53.5613 | 50.8571 | 56.25 | 53.5613 | 50.8571 | 56.25 |
Ratio Avg Win / Avg Loss | 1.3039 | 1.8083 | 0.9104 | 0.8846 | 1.1237 | 0.7044 |
Largest Winning Trade | 94321 | 94321 | 61410 | 4266853 | 4266853 | 2172127 |
Largest Losing Trade | -85310 | -38334 | -85310 | -7283490 | -1713479 | -7283490 |
Avg Bars in Trades | 70 | 60 | 79 | 70 | 60 | 79 |
Avg Bars in Winners | 70 | 59 | 81 | 70 | 59 | 81 |
Avg Bars in Losers | 69 | 61 | 77 | 69 | 61 | 77 |
Bars Traded | 24635 | 10591 | 14044 | 24635 | 10591 | 14044 |
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 | 459523 | 455885 | -156691 | -248602 | -33151 | -579601 |
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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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