Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 828657.6977 | 807209.6064 | 21448.0914 | 16083662.5761 | 16817648.171 | -733985.5949 |
Total P&L (%) | 828.6577 | 807.2096 | 21.4481 | 16083.6626 | 16817.6482 | -733.9856 |
Avg Daily Profit (%) | 0.4456 | 0.4341 | 0.0115 | 0.2739 | 0.2763 | 0 |
Buy And Hold Return (%) | 5963.2242 | 5963.2242 | 5963.2242 | 5963.2242 | 5963.2242 | 5963.2242 |
Max Trade Drawdown | -160790 | -159263 | -29603 | -15914702 | -15944061 | -1770327 |
Profit Factor | 3.6531 | 4.3028 | 1.3157 | 1.551 | 1.6627 | 0.8074 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 67 | 39 | 28 | 67 | 39 | 28 |
Losing Trades | 26 | 7 | 19 | 26 | 7 | 19 |
Profitability (%) | 72.043 | 84.7826 | 59.5745 | 72.043 | 84.7826 | 59.5745 |
Ratio Avg Win / Avg Loss | 1.4176 | 0.7723 | 0.8928 | 0.6019 | 0.2984 | 0.5479 |
Largest Winning Trade | 167268 | 167268 | 8846 | 9701549 | 9701549 | 339734 |
Largest Losing Trade | -54567 | -54567 | -19417 | -8543458 | -8543458 | -1397602 |
Avg Bars in Trades | 110 | 220 | 2 | 110 | 220 | 2 |
Avg Bars in Winners | 80 | 137 | 1 | 80 | 137 | 1 |
Avg Bars in Losers | 187 | 682 | 5 | 187 | 682 | 5 |
Bars Traded | 10278 | 10141 | 137 | 10278 | 10141 | 137 |
Profit Streak | 0 | 127.8036 | 0 | 0 | 127.8036 | 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 | -146561 | -145454 | -343092 | 310443 | 416490 | -579177 |
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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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