Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830036.8607 | 716869.6985 | 113167.1623 | 2215465.7653 | 15396997.0109 | -13181531.2456 |
Total P&L (%) | 830.0369 | 716.8697 | 113.1672 | 2215.4658 | 15396.997 | -13181.5312 |
Avg Daily Profit (%) | 0.3319 | 0.2867 | 0.0453 | 0.1257 | 0.2019 | 0 |
Buy And Hold Return (%) | 882.1382 | 882.1382 | 882.1382 | 882.1382 | 882.1382 | 882.1382 |
Max Trade Drawdown | -115395 | -46775 | -96383 | -14505310 | -904978 | -14753555 |
Profit Factor | 2.6648 | 5.5632 | 1.3314 | 1.1056 | 8.1007 | 0.2992 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 68.3673 | 67.3469 | 69.3878 | 68.3673 | 67.3469 | 69.3878 |
Ratio Avg Win / Avg Loss | 1.233 | 2.6973 | 0.5874 | 0.5116 | 3.9276 | 0.132 |
Largest Winning Trade | 191113 | 191113 | 56728 | 10554062 | 10554062 | 524747 |
Largest Losing Trade | -86264 | -36796 | -86264 | -13868286 | -715736 | -13868286 |
Avg Bars in Trades | 47 | 55 | 39 | 47 | 55 | 39 |
Avg Bars in Winners | 47 | 48 | 46 | 47 | 48 | 46 |
Avg Bars in Losers | 46 | 68 | 23 | 46 | 68 | 23 |
Bars Traded | 4637 | 2712 | 1925 | 4637 | 2712 | 1925 |
Profit Streak | 63.4802 | 82.9802 | 0 | 63.4802 | 82.9802 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149161 | -145484 | -297021 | -130824 | 716004 | -578168 |
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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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