Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 938075.2415 | 730043.6605 | 208031.581 | 64461347.7842 | 66896799.8058 | -2435452.0216 |
Total P&L (%) | 938.0752 | 730.0437 | 208.0316 | 64461.3478 | 66896.7998 | -2435.452 |
Avg Daily Profit (%) | 0.3752 | 0.292 | 0.0832 | 0.2591 | 0.2606 | 0 |
Buy And Hold Return (%) | 737.4619 | 737.4619 | 737.4619 | 737.4619 | 737.4619 | 737.4619 |
Max Trade Drawdown | -58909 | -46818 | -67561 | -20762773 | -5135311 | -26765584 |
Profit Factor | 3.3803 | 5.062 | 1.9704 | 2.2387 | 5.4382 | 0.9341 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 58.5859 | 58 | 59.1837 | 58.5859 | 58 | 59.1837 |
Ratio Avg Win / Avg Loss | 2.3895 | 3.6656 | 1.3589 | 1.5825 | 3.938 | 0.6442 |
Largest Winning Trade | 113295 | 113295 | 63775 | 21639273 | 21639273 | 8818505 |
Largest Losing Trade | -41739 | -41268 | -41739 | -20762773 | -4717401 | -20762773 |
Avg Bars in Trades | 49 | 53 | 45 | 49 | 53 | 45 |
Avg Bars in Winners | 55 | 56 | 54 | 55 | 56 | 54 |
Avg Bars in Losers | 41 | 49 | 32 | 41 | 49 | 32 |
Bars Traded | 4894 | 2670 | 2224 | 4894 | 2670 | 2224 |
Profit Streak | 0 | 0 | 142.4657 | 0 | 0 | 142.4657 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63770 | -328131 | -242775 | 510489 | -162346 | -578529 |
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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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