Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 947536.5362 | 834739.8799 | 112796.6563 | 14094854.4983 | 15014671.9084 | -919817.4101 |
Total P&L (%) | 947.5365 | 834.7399 | 112.7967 | 14094.8545 | 15014.6719 | -919.8174 |
Avg Daily Profit (%) | 0.455 | 0.4008 | 0.0542 | 0.2382 | 0.2413 | 0 |
Buy And Hold Return (%) | 1180.6241 | 1180.6241 | 1180.6241 | 1180.6241 | 1180.6241 | 1180.6241 |
Max Trade Drawdown | -90793 | -76041 | -52216 | -4632155 | -2431775 | -3311697 |
Profit Factor | 3.0089 | 4.9304 | 1.435 | 1.8261 | 3.1826 | 0.9097 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 43.5897 | 43.1034 | 44.0678 | 43.5897 | 43.1034 | 44.0678 |
Ratio Avg Win / Avg Loss | 3.8939 | 6.5082 | 1.8214 | 2.3632 | 4.2011 | 1.1546 |
Largest Winning Trade | 366986 | 366986 | 49875 | 10420216 | 10420216 | 2929058 |
Largest Losing Trade | -30841 | -21641 | -30841 | -1764705 | -1764705 | -1473404 |
Avg Bars in Trades | 207 | 215 | 199 | 207 | 215 | 199 |
Avg Bars in Winners | 297 | 312 | 282 | 297 | 312 | 282 |
Avg Bars in Losers | 138 | 142 | 134 | 138 | 142 | 134 |
Bars Traded | 24292 | 12523 | 11769 | 24292 | 12523 | 11769 |
Profit Streak | 0 | 87.3585 | 0 | 0 | 87.3585 | 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 | -151995 | -330458 | -463335 | 347289 | -167706 | -758098 |
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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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