Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1224084.3824 | 975064.4369 | 249019.9455 | 175428095.4562 | 216007704.8093 | -40579609.353 |
Total P&L (%) | 1224.0844 | 975.0644 | 249.0199 | 175428.0955 | 216007.7048 | -40579.6094 |
Avg Daily Profit (%) | 0.4895 | 0.3899 | 0.0996 | 0.2992 | 0.3075 | 0 |
Buy And Hold Return (%) | 864.7242 | 864.7242 | 864.7242 | 864.7242 | 864.7242 | 864.7242 |
Max Trade Drawdown | -104605 | -54094 | -83532 | -237095276 | -131654791 | -115125780 |
Profit Factor | 3.0756 | 4.1466 | 1.8897 | 1.3464 | 1.8323 | 0.8357 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 105 | 56 | 49 | 105 | 56 | 49 |
Losing Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Profitability (%) | 53.0303 | 56.5657 | 49.4949 | 53.0303 | 56.5657 | 49.4949 |
Ratio Avg Win / Avg Loss | 2.7241 | 3.184 | 1.9283 | 1.1925 | 1.4069 | 0.8527 |
Largest Winning Trade | 336704 | 336704 | 44759 | 187371821 | 187371821 | 46301068 |
Largest Losing Trade | -28238 | -20885 | -28238 | -50611104 | -47315017 | -50611104 |
Avg Bars in Trades | 24 | 25 | 22 | 24 | 25 | 22 |
Avg Bars in Winners | 32 | 31 | 34 | 32 | 31 | 34 |
Avg Bars in Losers | 14 | 18 | 11 | 14 | 18 | 11 |
Bars Traded | 4799 | 2555 | 2244 | 4799 | 2555 | 2244 |
Profit Streak | 0 | 95.6489 | 0 | 0 | 95.6489 | 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 | -18391 | -107451 | -222421 | 394562 | 472316 | -580986 |
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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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