Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1085997.3217 | 907235.0896 | 178762.232 | 40519007.4232 | 52258276.8691 | -11739269.4459 |
Total P&L (%) | 1085.9973 | 907.2351 | 178.7622 | 40519.0074 | 52258.2769 | -11739.2694 |
Avg Daily Profit (%) | 0.4343 | 0.3628 | 0.0715 | 0.2405 | 0.2507 | 0 |
Buy And Hold Return (%) | 783.0398 | 783.0398 | 783.0398 | 783.0398 | 783.0398 | 783.0398 |
Max Trade Drawdown | -75380 | -55469 | -66036 | -33171372 | -13859403 | -24797824 |
Profit Factor | 2.5437 | 3.1884 | 1.6187 | 1.5021 | 2.3363 | 0.7178 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 114 | 55 | 59 | 114 | 55 | 59 |
Losing Trades | 135 | 69 | 66 | 135 | 69 | 66 |
Profitability (%) | 45.7831 | 44.3548 | 47.2 | 45.7831 | 44.3548 | 47.2 |
Ratio Avg Win / Avg Loss | 3.0123 | 4 | 1.8107 | 1.7788 | 2.931 | 0.803 |
Largest Winning Trade | 345838 | 345838 | 43408 | 45228830 | 45228830 | 3902438 |
Largest Losing Trade | -24005 | -22376 | -24005 | -12477940 | -4894604 | -12477940 |
Avg Bars in Trades | 29 | 29 | 28 | 29 | 29 | 28 |
Avg Bars in Winners | 43 | 44 | 41 | 43 | 44 | 41 |
Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
Bars Traded | 7249 | 3696 | 3553 | 7249 | 3696 | 3553 |
Profit Streak | 50.3979 | 0 | 79.7313 | 50.3979 | 0 | 79.7313 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30014 | -103053 | -260275 | 407480 | 387995 | -580848 |
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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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