Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1046895.7596 | 856360.6364 | 190535.1232 | 51615315.6578 | 55730113.8443 | -4114798.1865 |
Total P&L (%) | 1046.8958 | 856.3606 | 190.5351 | 51615.3157 | 55730.1138 | -4114.7982 |
Avg Daily Profit (%) | 0.4187 | 0.3425 | 0.0762 | 0.2502 | 0.2533 | 0 |
Buy And Hold Return (%) | 733.8666 | 733.8666 | 733.8666 | 733.8666 | 733.8666 | 733.8666 |
Max Trade Drawdown | -74948 | -34285 | -46715 | -24325976 | -12775006 | -14950084 |
Profit Factor | 3.5747 | 6.787 | 1.7367 | 2.0545 | 4.0647 | 0.8663 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 56.044 | 55.5556 | 56.5217 | 56.044 | 55.5556 | 56.5217 |
Ratio Avg Win / Avg Loss | 2.8036 | 5.4296 | 1.3359 | 1.6113 | 3.2518 | 0.6663 |
Largest Winning Trade | 355649 | 355649 | 47619 | 39356195 | 39356195 | 6033511 |
Largest Losing Trade | -35736 | -16270 | -35736 | -9751322 | -6593094 | -9751322 |
Avg Bars in Trades | 80 | 86 | 74 | 80 | 86 | 74 |
Avg Bars in Winners | 94 | 100 | 89 | 94 | 100 | 89 |
Avg Bars in Losers | 61 | 68 | 54 | 61 | 68 | 54 |
Bars Traded | 7297 | 3885 | 3412 | 7297 | 3885 | 3412 |
Profit Streak | 0 | 162.1978 | 0 | 0 | 162.1978 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15391 | -93924 | -253878 | 482346 | 638701 | -579859 |
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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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