Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 940566.5036 | 837055.9201 | 103510.5835 | 6559942.8352 | 16887407.8644 | -10327465.0292 |
Total P&L (%) | 940.5665 | 837.0559 | 103.5106 | 6559.9428 | 16887.4079 | -10327.465 |
Avg Daily Profit (%) | 0.5174 | 0.4605 | 0.0569 | 0.2313 | 0.2829 | 0 |
Buy And Hold Return (%) | 645.3694 | 645.3694 | 645.3694 | 645.3694 | 645.3694 | 645.3694 |
Max Trade Drawdown | -158956 | -113957 | -110429 | -23163415 | -10069196 | -16186796 |
Profit Factor | 1.9943 | 2.8323 | 1.2116 | 1.0788 | 1.4435 | 0.7714 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Losing Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Profitability (%) | 50.5882 | 52.9412 | 48.2353 | 50.5882 | 52.9412 | 48.2353 |
Ratio Avg Win / Avg Loss | 1.9479 | 2.5176 | 1.3003 | 1.0537 | 1.2831 | 0.8279 |
Largest Winning Trade | 255140 | 255140 | 52290 | 11534118 | 11534118 | 3032726 |
Largest Losing Trade | -40831 | -40831 | -39112 | -4522438 | -3157749 | -4522438 |
Avg Bars in Trades | 42 | 43 | 40 | 42 | 43 | 40 |
Avg Bars in Winners | 51 | 52 | 49 | 51 | 52 | 49 |
Avg Bars in Losers | 33 | 33 | 32 | 33 | 33 | 32 |
Bars Traded | 7192 | 3722 | 3469 | 7192 | 3722 | 3469 |
Profit Streak | 0 | 25.1514 | 0 | 0 | 25.1514 | 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 | -7966 | -57104 | -284127 | -124593 | 370960 | -581791 |
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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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