Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 935046.177 | 818183.5686 | 116862.6083 | 8510758.9646 | 25652264.2214 | -17141505.2568 |
Total P&L (%) | 935.0462 | 818.1836 | 116.8626 | 8510.759 | 25652.2642 | -17141.5053 |
Avg Daily Profit (%) | 0.374 | 0.3273 | 0.0467 | 0.1784 | 0.2223 | 0 |
Buy And Hold Return (%) | 830.0782 | 830.0782 | 830.0782 | 830.0782 | 830.0782 | 830.0782 |
Max Trade Drawdown | -118661 | -63516 | -128352 | -19358730 | -8175323 | -27839690 |
Profit Factor | 2.9974 | 5.0677 | 1.4377 | 1.1574 | 2.3697 | 0.5152 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 47.2527 | 46.6667 | 47.8261 | 47.2527 | 46.6667 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.3459 | 5.7917 | 1.5684 | 1.2919 | 2.7083 | 0.562 |
Largest Winning Trade | 381850 | 381850 | 47967 | 19594121 | 19594121 | 3393830 |
Largest Losing Trade | -70543 | -25462 | -70543 | -17137100 | -3749891 | -17137100 |
Avg Bars in Trades | 106 | 114 | 99 | 106 | 114 | 99 |
Avg Bars in Winners | 143 | 148 | 139 | 143 | 148 | 139 |
Avg Bars in Losers | 73 | 85 | 62 | 73 | 85 | 62 |
Bars Traded | 9727 | 5159 | 4568 | 9727 | 5159 | 4568 |
Profit Streak | 0 | 164.3647 | 0 | 0 | 164.3647 | 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 | -112011 | -149071 | -294992 | -40400 | 449210 | -581549 |
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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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