Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1256594.0433 | 1212471.4995 | 44122.5438 | 5425828.0245 | 19882689.6339 | -14456861.6094 |
Total P&L (%) | 1256.594 | 1212.4715 | 44.1225 | 5425.828 | 19882.6896 | -14456.8616 |
Avg Daily Profit (%) | 0.6982 | 0.6737 | 0.0245 | 0.2232 | 0.2948 | 0 |
Buy And Hold Return (%) | 833.6701 | 833.6701 | 833.6701 | 833.6701 | 833.6701 | 833.6701 |
Max Trade Drawdown | -205874 | -123404 | -111803 | -41862296 | -26316214 | -17341740 |
Profit Factor | 3.1816 | 5.6494 | 1.14 | 1.0829 | 1.6198 | 0.5672 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 39.2857 | 42.8571 | 35.7143 | 39.2857 | 42.8571 | 35.7143 |
Ratio Avg Win / Avg Loss | 4.917 | 7.5326 | 2.052 | 1.6735 | 2.1597 | 1.0209 |
Largest Winning Trade | 743970 | 743970 | 76137 | 26001480 | 26001480 | 8835451 |
Largest Losing Trade | -28630 | -25056 | -28630 | -10355924 | -7469625 | -10355924 |
Avg Bars in Trades | 83 | 76 | 90 | 83 | 76 | 90 |
Avg Bars in Winners | 143 | 122 | 168 | 143 | 122 | 168 |
Avg Bars in Losers | 45 | 41 | 47 | 45 | 41 | 47 |
Bars Traded | 7035 | 3215 | 3820 | 7035 | 3215 | 3820 |
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 | 153385 | -6792 | -396853 | -124303 | 330470 | -584623 |
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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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