Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 927667.8417 | 780076.4567 | 147591.3851 | 21728142.3492 | 24422157.4995 | -2694015.1503 |
Total P&L (%) | 927.6678 | 780.0765 | 147.5914 | 21728.1423 | 24422.1575 | -2694.0152 |
Avg Daily Profit (%) | 0.371 | 0.312 | 0.059 | 0.2156 | 0.2203 | 0 |
Buy And Hold Return (%) | 744.0939 | 744.0939 | 744.0939 | 744.0939 | 744.0939 | 744.0939 |
Max Trade Drawdown | -100911 | -54304 | -86643 | -9447289 | -4170244 | -10937427 |
Profit Factor | 3.1897 | 4.7902 | 1.6776 | 1.7491 | 3.1248 | 0.8462 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 50.5747 | 48.8372 | 52.2727 | 50.5747 | 48.8372 | 52.2727 |
Ratio Avg Win / Avg Loss | 3.1173 | 5.0183 | 1.5317 | 1.7094 | 3.2736 | 0.7726 |
Largest Winning Trade | 318190 | 318190 | 47200 | 14725508 | 14725508 | 2603596 |
Largest Losing Trade | -30347 | -17894 | -30347 | -5386874 | -2878145 | -5386874 |
Avg Bars in Trades | 80 | 78 | 82 | 80 | 78 | 82 |
Avg Bars in Winners | 108 | 105 | 110 | 108 | 105 | 110 |
Avg Bars in Losers | 52 | 52 | 52 | 52 | 52 | 52 |
Bars Traded | 7009 | 3370 | 3640 | 7009 | 3370 | 3640 |
Profit Streak | 0 | 169.4405 | 0 | 0 | 169.4405 | 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 | -73121 | -133530 | -276347 | 424593 | 530947 | -580424 |
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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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