Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1103295.413 | 912027.9734 | 191267.4396 | 34810517.8123 | 43884219.9367 | -9073702.1244 |
Total P&L (%) | 1103.2954 | 912.028 | 191.2674 | 34810.5178 | 43884.2199 | -9073.7021 |
Avg Daily Profit (%) | 0.4412 | 0.3647 | 0.0765 | 0.2344 | 0.2437 | 0 |
Buy And Hold Return (%) | 844.9493 | 844.9493 | 844.9493 | 844.9493 | 844.9493 | 844.9493 |
Max Trade Drawdown | -163858 | -52340 | -111518 | -39857948 | -7186869 | -34130591 |
Profit Factor | 3.8708 | 6.6581 | 1.8572 | 1.5418 | 3.1939 | 0.7949 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 59.3407 | 60 | 58.6957 | 59.3407 | 60 | 58.6957 |
Ratio Avg Win / Avg Loss | 2.6522 | 4.4387 | 1.3069 | 1.0564 | 2.1293 | 0.5594 |
Largest Winning Trade | 369963 | 369963 | 38177 | 17119386 | 17119386 | 5641254 |
Largest Losing Trade | -71763 | -23193 | -71763 | -31375096 | -7186869 | -31375096 |
Avg Bars in Trades | 52 | 62 | 42 | 52 | 62 | 42 |
Avg Bars in Winners | 59 | 67 | 52 | 59 | 67 | 52 |
Avg Bars in Losers | 40 | 55 | 27 | 40 | 55 | 27 |
Bars Traded | 4743 | 2800 | 1943 | 4743 | 2800 | 1943 |
Profit Streak | 0 | 164.9935 | 0 | 0 | 164.9935 | 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 | -52134 | -120776 | -252980 | 408495 | 606395 | -579577 |
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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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