Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 983331.5113 | 845987.6829 | 137343.8284 | 12580254.6147 | 18974704.2893 | -6394449.6747 |
Total P&L (%) | 983.3315 | 845.9877 | 137.3438 | 12580.2546 | 18974.7043 | -6394.4497 |
Avg Daily Profit (%) | 0.3933 | 0.3383 | 0.0549 | 0.1939 | 0.2102 | 0 |
Buy And Hold Return (%) | 767.9861 | 767.9861 | 767.9861 | 767.9861 | 767.9861 | 767.9861 |
Max Trade Drawdown | -83926 | -53894 | -89728 | -9537142 | -3192694 | -13957980 |
Profit Factor | 2.6324 | 4.186 | 1.4077 | 1.3727 | 2.5502 | 0.7027 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 52.071 | 48.2353 | 55.9524 | 52.071 | 48.2353 | 55.9524 |
Ratio Avg Win / Avg Loss | 2.423 | 4.4922 | 1.1082 | 1.2635 | 2.7368 | 0.5532 |
Largest Winning Trade | 352073 | 352073 | 52103 | 11528882 | 11528882 | 1834189 |
Largest Losing Trade | -72728 | -21324 | -72728 | -9133374 | -1629515 | -9133374 |
Avg Bars in Trades | 57 | 56 | 58 | 57 | 56 | 58 |
Avg Bars in Winners | 72 | 73 | 70 | 72 | 73 | 70 |
Avg Bars in Losers | 41 | 40 | 42 | 41 | 40 | 42 |
Bars Traded | 9675 | 4778 | 4897 | 9675 | 4778 | 4897 |
Profit Streak | 0 | 0 | 92.3193 | 0 | 0 | 92.3193 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62677 | -118774 | -283604 | 348020 | 431063 | -579776 |
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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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