Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 925555.8862 | 897765.1756 | 27790.7106 | 6881092.1493 | 7743487.6285 | -862395.4792 |
Total P&L (%) | 925.5559 | 897.7652 | 27.7907 | 6881.0921 | 7743.4876 | -862.3955 |
Avg Daily Profit (%) | 0.5133 | 0.4979 | 0.0154 | 0.2358 | 0.2422 | 0 |
Buy And Hold Return (%) | 1514.6261 | 1514.6261 | 1514.6261 | 1514.6261 | 1514.6261 | 1514.6261 |
Max Trade Drawdown | -99045 | -103660 | -20601 | -4594725 | -4479872 | -1258433 |
Profit Factor | 3.3 | 3.8107 | 1.3348 | 1.4998 | 1.7012 | 0.6833 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Losing Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Profitability (%) | 61.8557 | 68.75 | 55.102 | 61.8557 | 68.75 | 55.102 |
Ratio Avg Win / Avg Loss | 2.035 | 1.7321 | 1.0876 | 0.9249 | 0.7733 | 0.5567 |
Largest Winning Trade | 213950 | 213950 | 22362 | 3911270 | 3911270 | 644337 |
Largest Losing Trade | -78926 | -78926 | -16584 | -4479872 | -4479872 | -882743 |
Avg Bars in Trades | 162 | 324 | 3 | 162 | 324 | 3 |
Avg Bars in Winners | 145 | 261 | 3 | 145 | 261 | 3 |
Avg Bars in Losers | 189 | 461 | 4 | 189 | 461 | 4 |
Bars Traded | 15752 | 15559 | 193 | 15752 | 15559 | 193 |
Profit Streak | 0 | 478.0443 | 0 | 0 | 478.0443 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146957 | -145167 | -336701 | 289349 | 384832 | -579742 |
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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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