Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832545.0632 | 778365.3168 | 54179.7464 | 2939455.8085 | 12515519.0715 | -9576063.2631 |
Total P&L (%) | 832.5451 | 778.3653 | 54.1797 | 2939.4558 | 12515.5191 | -9576.0633 |
Avg Daily Profit (%) | 0.333 | 0.3113 | 0.0217 | 0.1366 | 0.1937 | 0 |
Buy And Hold Return (%) | 741.7099 | 741.7099 | 741.7099 | 741.7099 | 741.7099 | 741.7099 |
Max Trade Drawdown | -165823 | -70601 | -132390 | -13949487 | -4122891 | -13483172 |
Profit Factor | 2.5665 | 4.2781 | 1.1843 | 1.114 | 2.3408 | 0.4181 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 50 | 51.0638 | 48.9362 | 50 | 51.0638 | 48.9362 |
Ratio Avg Win / Avg Loss | 2.5665 | 4.0999 | 1.2358 | 1.114 | 2.2433 | 0.4363 |
Largest Winning Trade | 314648 | 314648 | 54155 | 12352561 | 12352561 | 1703883 |
Largest Losing Trade | -60755 | -23641 | -60755 | -7852053 | -1992097 | -7852053 |
Avg Bars in Trades | 76 | 82 | 70 | 76 | 82 | 70 |
Avg Bars in Winners | 97 | 103 | 89 | 97 | 103 | 89 |
Avg Bars in Losers | 55 | 60 | 51 | 55 | 60 | 51 |
Bars Traded | 7183 | 3884 | 3300 | 7183 | 3884 | 3300 |
Profit Streak | 64.521 | 98.521 | 0 | 64.521 | 98.521 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112799 | -132970 | -347863 | -106803 | 490286 | -581110 |
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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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