Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800765.139 | 727104.9204 | 73660.2186 | 8376199.5645 | 23669385.4437 | -15293185.8792 |
Total P&L (%) | 800.7651 | 727.1049 | 73.6602 | 8376.1996 | 23669.3854 | -15293.1859 |
Avg Daily Profit (%) | 0.4418 | 0.4012 | 0.0406 | 0.2453 | 0.3023 | 0 |
Buy And Hold Return (%) | 824.7887 | 824.7887 | 824.7887 | 824.7887 | 824.7887 | 824.7887 |
Max Trade Drawdown | -150828 | -90181 | -174981 | -20911451 | -12304579 | -22838041 |
Profit Factor | 1.9861 | 3.1648 | 1.1547 | 1.121 | 1.8313 | 0.625 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Losing Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Profitability (%) | 55.1724 | 57.4713 | 52.8736 | 55.1724 | 57.4713 | 52.8736 |
Ratio Avg Win / Avg Loss | 1.6137 | 2.342 | 1.0292 | 0.9108 | 1.3552 | 0.557 |
Largest Winning Trade | 127314 | 127314 | 73786 | 7797115 | 7797115 | 4481660 |
Largest Losing Trade | -42225 | -31958 | -42225 | -6743344 | -5731527 | -6743344 |
Avg Bars in Trades | 60 | 52 | 68 | 60 | 52 | 68 |
Avg Bars in Winners | 72 | 59 | 86 | 72 | 59 | 86 |
Avg Bars in Losers | 46 | 44 | 48 | 46 | 44 | 48 |
Bars Traded | 10563 | 4597 | 5965 | 10563 | 4597 | 5965 |
Profit Streak | 0 | 0 | 18.9206 | 0 | 0 | 18.9206 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150317 | -149325 | -354139 | -79134 | 429228 | -580166 |
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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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