Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1081048.1889 | 889100.8415 | 191947.3474 | 39411325.2908 | 66945928.1975 | -27534602.9067 |
Total P&L (%) | 1081.0482 | 889.1008 | 191.9473 | 39411.3253 | 66945.9282 | -27534.6029 |
Avg Daily Profit (%) | 0.4326 | 0.3558 | 0.0768 | 0.2395 | 0.2607 | 0 |
Buy And Hold Return (%) | 758.4471 | 758.4471 | 758.4471 | 758.4471 | 758.4471 | 758.4471 |
Max Trade Drawdown | -89194 | -41813 | -70579 | -41060838 | -17107728 | -40268635 |
Profit Factor | 3.9156 | 7.4076 | 1.8273 | 1.4501 | 3.5735 | 0.5526 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 58.2278 | 56.4103 | 60 | 58.2278 | 56.4103 | 60 |
Ratio Avg Win / Avg Loss | 2.809 | 5.7241 | 1.2182 | 1.0403 | 2.7614 | 0.3684 |
Largest Winning Trade | 374173 | 374173 | 47549 | 52393027 | 52393027 | 10370923 |
Largest Losing Trade | -70579 | -21653 | -70579 | -22680072 | -9286903 | -22680072 |
Avg Bars in Trades | 184 | 203 | 166 | 184 | 203 | 166 |
Avg Bars in Winners | 221 | 245 | 200 | 221 | 245 | 200 |
Avg Bars in Losers | 132 | 148 | 115 | 132 | 148 | 115 |
Bars Traded | 14580 | 7917 | 6664 | 14580 | 7917 | 6664 |
Profit Streak | 0 | 160.5406 | 0 | 0 | 160.5406 | 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 | -46356 | -92470 | -252498 | -20556 | 616420 | -579453 |
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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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