Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120915.7365 | 745722.5836 | -624806.8471 | 9204185.2759 | -23733026.1216 | 32937211.3974 |
Total P&L (%) | 120.9157 | 745.7226 | -624.8068 | 9204.1853 | -23733.0261 | 32937.2114 |
Avg Daily Profit (%) | 0.0534 | 0.3293 | -0.2759 | 0.2004 | 0 | 0.2564 |
Buy And Hold Return (%) | 10610.5263 | 10610.5263 | 10610.5263 | 10610.5263 | 10610.5263 | 10610.5263 |
Max Trade Drawdown | -613096 | -85707 | -705799 | -25313562 | -27843144 | -10129513 |
Profit Factor | 1.096 | 4.3561 | 0.3974 | 1.1162 | 0.4952 | 2.0234 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 49 | 26 | 23 | 45 | 22 | 23 |
Losing Trades | 40 | 18 | 22 | 44 | 22 | 22 |
Profitability (%) | 55.0562 | 59.0909 | 51.1111 | 50.5618 | 50 | 51.1111 |
Ratio Avg Win / Avg Loss | 0.8947 | 3.0157 | 0.3801 | 1.0914 | 0.4952 | 1.9354 |
Largest Winning Trade | 409122 | 409122 | 34248 | 26571058 | 4572833 | 26571058 |
Largest Losing Trade | -613096 | -34593 | -613096 | -10303650 | -10303650 | -3196929 |
Avg Bars in Trades | 73 | 79 | 66 | 73 | 79 | 66 |
Avg Bars in Winners | 67 | 63 | 72 | 76 | 89 | 63 |
Avg Bars in Losers | 80 | 104 | 60 | 69 | 70 | 69 |
Bars Traded | 6505 | 3518 | 2988 | 6505 | 3518 | 2988 |
Profit Streak | 0 | 115.0667 | 0 | 0 | 115.0667 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -403049 | -146722 | -580567 | -250119 | -579367 | 344054 |
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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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