Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1474598.8799 | 1446602.2724 | 27996.6075 | 14431834.3352 | 27487001.2954 | -13055166.9602 |
Total P&L (%) | 1474.5989 | 1446.6023 | 27.9966 | 14431.8343 | 27487.0013 | -13055.167 |
Avg Daily Profit (%) | 0.6518 | 0.6394 | 0.0124 | 0.2203 | 0.2487 | 0 |
Buy And Hold Return (%) | 9805.4795 | 9805.4795 | 9805.4795 | 9805.4795 | 9805.4795 | 9805.4795 |
Max Trade Drawdown | -132546 | -134413 | -43106 | -27782306 | -15735703 | -15023711 |
Profit Factor | 4.316 | 5.9099 | 1.1866 | 1.223 | 1.7329 | 0.5204 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 53.012 | 51.2195 | 54.7619 | 53.012 | 51.2195 | 54.7619 |
Ratio Avg Win / Avg Loss | 3.8255 | 5.6285 | 0.9802 | 1.084 | 1.6504 | 0.4299 |
Largest Winning Trade | 567668 | 567668 | 22848 | 27860126 | 27860126 | 3529237 |
Largest Losing Trade | -51311 | -51311 | -41096 | -8584172 | -8332216 | -8584172 |
Avg Bars in Trades | 152 | 286 | 21 | 152 | 286 | 21 |
Avg Bars in Winners | 134 | 257 | 22 | 134 | 257 | 22 |
Avg Bars in Losers | 172 | 317 | 19 | 172 | 317 | 19 |
Bars Traded | 12643 | 11759 | 884 | 12643 | 11759 | 884 |
Profit Streak | 0 | 107.8178 | 0 | 0 | 107.8178 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147472 | -144370 | -358120 | -12054 | 345767 | -579839 |
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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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