Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1237974.9616 | 1185571.1096 | 52403.852 | 3720134.5169 | 13527594.8503 | -9807460.3334 |
Total P&L (%) | 1237.975 | 1185.5711 | 52.4039 | 3720.1345 | 13527.5949 | -9807.4603 |
Avg Daily Profit (%) | 0.6846 | 0.6556 | 0.029 | 0.2017 | 0.2722 | 0 |
Buy And Hold Return (%) | 884.7264 | 884.7264 | 884.7264 | 884.7264 | 884.7264 | 884.7264 |
Max Trade Drawdown | -234051 | -113532 | -175098 | -36525480 | -24580518 | -16006368 |
Profit Factor | 3.1454 | 5.4036 | 1.1703 | 1.0561 | 1.3835 | 0.6838 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 52.2222 | 55.5556 | 48.8889 | 52.2222 | 55.5556 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.8777 | 4.3229 | 1.2234 | 0.9662 | 1.1068 | 0.7149 |
Largest Winning Trade | 780768 | 780768 | 76135 | 17937746 | 17937746 | 7689550 |
Largest Losing Trade | -55100 | -47674 | -55100 | -8993659 | -8993659 | -7663449 |
Avg Bars in Trades | 117 | 119 | 114 | 117 | 119 | 114 |
Avg Bars in Winners | 145 | 156 | 133 | 145 | 156 | 133 |
Avg Bars in Losers | 86 | 74 | 97 | 86 | 74 | 97 |
Bars Traded | 10555 | 5390 | 5165 | 10555 | 5390 | 5165 |
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 | -22840 | -39177 | -353563 | -153921 | 361254 | -581144 |
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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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