Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11119852.5033 | 11158130.1892 | -38277.6859 | 2087986.7933 | 2815508.5123 | -727521.719 |
Total P&L (%) | 11119.8525 | 11158.1302 | -38.2777 | 2087.9868 | 2815.5085 | -727.5217 |
Avg Daily Profit (%) | 5.948 | 5.9685 | -0.0205 | 0.1652 | 0.1806 | 0 |
Buy And Hold Return (%) | 6128.1522 | 6128.1522 | 6128.1522 | 6128.1522 | 6128.1522 | 6128.1522 |
Max Trade Drawdown | -187509 | -184806 | -112724 | -1750466 | -1145982 | -1060913 |
Profit Factor | 16.5057 | 26.8018 | 0.8655 | 1.4085 | 2.0047 | 0.6849 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 40.5941 | 36 | 45.098 | 40.5941 | 36 | 45.098 |
Ratio Avg Win / Avg Loss | 24.1547 | 47.6476 | 1.0537 | 2.0612 | 3.5638 | 0.8338 |
Largest Winning Trade | 10611134 | 10611134 | 27652 | 1874521 | 1874521 | 476869 |
Largest Losing Trade | -65496 | -50488 | -65496 | -661902 | -661902 | -481092 |
Avg Bars in Trades | 70 | 123 | 18 | 70 | 123 | 18 |
Avg Bars in Winners | 109 | 222 | 21 | 109 | 222 | 21 |
Avg Bars in Losers | 43 | 68 | 15 | 43 | 68 | 15 |
Bars Traded | 7120 | 6189 | 931 | 7120 | 6189 | 931 |
Profit Streak | 0 | 95.6452 | 0 | 0 | 95.6452 | 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 | 466482 | -168551 | -760795 | -159568 | -339037 | -762461 |
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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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