Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630646.626 | 586865.1736 | 43781.4524 | 969444.8608 | 3987613.9927 | -3018169.1319 |
Total P&L (%) | 630.6466 | 586.8652 | 43.7815 | 969.4449 | 3987.614 | -3018.1691 |
Avg Daily Profit (%) | 0.3466 | 0.3225 | 0.0241 | 0.1303 | 0.2041 | 0 |
Buy And Hold Return (%) | 151.9752 | 151.9752 | 151.9752 | 151.9752 | 151.9752 | 151.9752 |
Max Trade Drawdown | -158536 | -109540 | -94738 | -6024123 | -3699044 | -3227272 |
Profit Factor | 1.9871 | 2.8692 | 1.1348 | 1.0694 | 1.6284 | 0.6042 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Losing Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Profitability (%) | 45.098 | 48.6842 | 41.5584 | 45.098 | 48.6842 | 41.5584 |
Ratio Avg Win / Avg Loss | 2.4191 | 3.0243 | 1.5957 | 1.3019 | 1.7165 | 0.8497 |
Largest Winning Trade | 209754 | 209754 | 65376 | 2709857 | 2709857 | 1083390 |
Largest Losing Trade | -42451 | -32972 | -42451 | -2294854 | -890420 | -2294854 |
Avg Bars in Trades | 45 | 42 | 48 | 45 | 42 | 48 |
Avg Bars in Winners | 66 | 56 | 78 | 66 | 56 | 78 |
Avg Bars in Losers | 29 | 30 | 28 | 29 | 30 | 28 |
Bars Traded | 7016 | 3252 | 3765 | 7016 | 3252 | 3765 |
Profit Streak | 0 | 48.9075 | 0 | 0 | 48.9075 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355392 | -36762 | -442935 | -164367 | -37823 | -626018 |
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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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