Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 852786.3103 | 791345.1458 | 61441.1645 | 1382734.143 | -8278558.8135 | 9661292.9566 |
Total P&L (%) | 852.7863 | 791.3451 | 61.4412 | 1382.7341 | -8278.5588 | 9661.293 |
Avg Daily Profit (%) | 0.4776 | 0.4432 | 0.0344 | 0.1511 | 0 | 0.2569 |
Buy And Hold Return (%) | 301.3019 | 301.3019 | 301.3019 | 301.3019 | 301.3019 | 301.3019 |
Max Trade Drawdown | -234711 | -217155 | -30742 | -108292387 | -104852145 | -4046905 |
Profit Factor | 2.4642 | 2.5591 | 1.821 | 1.0095 | 0.9377 | 1.7772 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 60.4396 | 62.2222 | 58.6957 | 60.4396 | 62.2222 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.613 | 1.5537 | 1.2814 | 0.6608 | 0.5693 | 1.2506 |
Largest Winning Trade | 236147 | 236147 | 14948 | 25991602 | 25991602 | 9851428 |
Largest Losing Trade | -64352 | -64352 | -12606 | -54822140 | -54822140 | -3971783 |
Avg Bars in Trades | 36 | 72 | 1 | 36 | 72 | 1 |
Avg Bars in Winners | 17 | 32 | 1 | 17 | 32 | 1 |
Avg Bars in Losers | 66 | 138 | 2 | 66 | 138 | 2 |
Bars Traded | 3351 | 3273 | 79 | 3351 | 3273 | 79 |
Profit Streak | 76.5505 | 0 | 304.0505 | 76.5505 | 0 | 304.0505 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503952 | 475298 | -307913 | -203656 | -579127 | 476248 |
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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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