Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1018289.6149 | 854896.4763 | 163393.1386 | 31161782.4771 | 35814244.0963 | -4652461.6193 |
Total P&L (%) | 1018.2896 | 854.8965 | 163.3931 | 31161.7825 | 35814.2441 | -4652.4616 |
Avg Daily Profit (%) | 0.4073 | 0.342 | 0.0654 | 0.2301 | 0.2356 | 0 |
Buy And Hold Return (%) | 767.2226 | 767.2226 | 767.2226 | 767.2226 | 767.2226 | 767.2226 |
Max Trade Drawdown | -94313 | -47562 | -76748 | -11541267 | -4708512 | -14741963 |
Profit Factor | 3.4186 | 5.4683 | 1.7113 | 1.7574 | 3.6277 | 0.8309 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 52.6882 | 50 | 55.3191 | 52.6882 | 50 | 55.3191 |
Ratio Avg Win / Avg Loss | 3.0698 | 5.4683 | 1.3822 | 1.5781 | 3.6277 | 0.6711 |
Largest Winning Trade | 362718 | 362718 | 50659 | 21093480 | 21093480 | 5293524 |
Largest Losing Trade | -47582 | -19750 | -47582 | -8235664 | -2941546 | -8235664 |
Avg Bars in Trades | 101 | 100 | 101 | 101 | 100 | 101 |
Avg Bars in Winners | 130 | 134 | 126 | 130 | 134 | 126 |
Avg Bars in Losers | 68 | 66 | 71 | 68 | 66 | 71 |
Bars Traded | 9428 | 4640 | 4788 | 9428 | 4640 | 4788 |
Profit Streak | 0 | 169.8563 | 0 | 0 | 169.8563 | 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 | -47025 | -111794 | -268538 | 440038 | 582200 | -580007 |
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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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