Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1489726.577 | 1434991.7875 | 54734.7895 | 42273443.5037 | 56190939.3119 | -13917495.8082 |
Total P&L (%) | 1489.7266 | 1434.9918 | 54.7348 | 42273.4435 | 56190.9393 | -13917.4958 |
Avg Daily Profit (%) | 0.7993 | 0.7699 | 0.0294 | 0.3251 | 0.3404 | 0 |
Buy And Hold Return (%) | 10605.276 | 10605.276 | 10605.276 | 10605.276 | 10605.276 | 10605.276 |
Max Trade Drawdown | -64352 | -30320 | -64058 | -31401895 | -15715688 | -21618126 |
Profit Factor | 4.7153 | 9.6589 | 1.2327 | 1.5648 | 2.7775 | 0.6781 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Profitability (%) | 35.5556 | 40 | 31.1111 | 35.5556 | 40 | 31.1111 |
Ratio Avg Win / Avg Loss | 8.5466 | 14.4883 | 2.7295 | 2.8362 | 4.1662 | 1.5015 |
Largest Winning Trade | 497669 | 497669 | 62021 | 32465351 | 32465351 | 11106702 |
Largest Losing Trade | -22649 | -19867 | -22649 | -11315964 | -11315964 | -10337447 |
Avg Bars in Trades | 77 | 80 | 74 | 77 | 80 | 74 |
Avg Bars in Winners | 168 | 172 | 163 | 168 | 172 | 163 |
Avg Bars in Losers | 26 | 18 | 34 | 26 | 18 | 34 |
Bars Traded | 6962 | 3602 | 3360 | 6962 | 3602 | 3360 |
Profit Streak | 0 | 75.6327 | 0 | 0 | 75.6327 | 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 | -150408 | -147605 | -325922 | 155098 | 364994 | -585279 |
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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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