Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 990314.1764 | 839244.9328 | 151069.2436 | 19911438.3801 | 24361224.5246 | -4449786.1444 |
Total P&L (%) | 990.3142 | 839.2449 | 151.0692 | 19911.4384 | 24361.2245 | -4449.7861 |
Avg Daily Profit (%) | 0.3961 | 0.3357 | 0.0604 | 0.2122 | 0.2202 | 0 |
Buy And Hold Return (%) | 670.3004 | 670.3004 | 670.3004 | 670.3004 | 670.3004 | 670.3004 |
Max Trade Drawdown | -58883 | -56048 | -63158 | -9038112 | -3187904 | -10881751 |
Profit Factor | 3.1418 | 4.6138 | 1.6564 | 1.7835 | 3.4078 | 0.7091 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 50 | 48.7805 | 51.2195 | 50 | 48.7805 | 51.2195 |
Ratio Avg Win / Avg Loss | 3.1418 | 4.8444 | 1.5775 | 1.7835 | 3.5782 | 0.6753 |
Largest Winning Trade | 354230 | 354230 | 49312 | 17190777 | 17190777 | 2627789 |
Largest Losing Trade | -54263 | -26374 | -54263 | -8035632 | -2625103 | -8035632 |
Avg Bars in Trades | 119 | 123 | 115 | 119 | 123 | 115 |
Avg Bars in Winners | 168 | 166 | 169 | 168 | 166 | 169 |
Avg Bars in Losers | 70 | 81 | 59 | 70 | 81 | 59 |
Bars Traded | 9798 | 5048 | 4750 | 9798 | 5048 | 4750 |
Profit Streak | 0 | 0 | 163.0324 | 0 | 0 | 163.0324 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10307 | -71093 | -273716 | 98879 | 514409 | -579618 |
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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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