Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 950401.1515 | 794561.8884 | 155839.2631 | 21273647.5287 | 33024464.7668 | -11750817.2381 |
Total P&L (%) | 950.4012 | 794.5619 | 155.8393 | 21273.6475 | 33024.4648 | -11750.8172 |
Avg Daily Profit (%) | 0.3802 | 0.3178 | 0.0623 | 0.2148 | 0.2324 | 0 |
Buy And Hold Return (%) | 735.9308 | 735.9308 | 735.9308 | 735.9308 | 735.9308 | 735.9308 |
Max Trade Drawdown | -63358 | -46708 | -84349 | -20754895 | -6799830 | -20973211 |
Profit Factor | 3.0432 | 4.5343 | 1.6484 | 1.3982 | 2.5984 | 0.6413 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 52.9412 | 52.5424 | 53.3333 | 52.9412 | 52.5424 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.705 | 4.0955 | 1.4423 | 1.2429 | 2.3469 | 0.5611 |
Largest Winning Trade | 268098 | 268098 | 45815 | 28467152 | 28467152 | 6296928 |
Largest Losing Trade | -30667 | -24697 | -30667 | -11986308 | -3182371 | -11986308 |
Avg Bars in Trades | 76 | 94 | 59 | 76 | 94 | 59 |
Avg Bars in Winners | 97 | 121 | 74 | 97 | 121 | 74 |
Avg Bars in Losers | 53 | 64 | 42 | 53 | 64 | 42 |
Bars Traded | 9151 | 5576 | 3575 | 9151 | 5576 | 3575 |
Profit Streak | 0 | 73.28 | 0 | 0 | 73.28 | 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 | -59023 | -300286 | -442207 | 343644 | -162523 | -749526 |
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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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