Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 981501.4014 | 853863.3791 | 127638.0223 | 12653221.1982 | 24437676.6037 | -11784455.4056 |
Total P&L (%) | 981.5014 | 853.8634 | 127.638 | 12653.2212 | 24437.6766 | -11784.4554 |
Avg Daily Profit (%) | 0.3925 | 0.3415 | 0.051 | 0.1941 | 0.2203 | 0 |
Buy And Hold Return (%) | 936.6275 | 936.6275 | 936.6275 | 936.6275 | 936.6275 | 936.6275 |
Max Trade Drawdown | -86445 | -40062 | -78379 | -17039861 | -8336147 | -17042489 |
Profit Factor | 3.0015 | 4.8475 | 1.4754 | 1.3233 | 2.6577 | 0.5169 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 50.8621 | 46.5517 | 55.1724 | 50.8621 | 46.5517 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.8997 | 5.5656 | 1.1988 | 1.2785 | 3.0514 | 0.42 |
Largest Winning Trade | 368915 | 368915 | 45691 | 21378309 | 21378309 | 1403042 |
Largest Losing Trade | -66783 | -40062 | -66783 | -8724760 | -8336147 | -8724760 |
Avg Bars in Trades | 41 | 45 | 37 | 41 | 45 | 37 |
Avg Bars in Winners | 56 | 65 | 48 | 56 | 65 | 48 |
Avg Bars in Losers | 26 | 28 | 23 | 26 | 28 | 23 |
Bars Traded | 4817 | 2652 | 2165 | 4817 | 2652 | 2165 |
Profit Streak | 0 | 90.8577 | 0 | 0 | 90.8577 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135036 | -329685 | -468752 | 310797 | -167556 | -760162 |
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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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