Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1047496.3022 | 853960.4566 | 193535.8456 | 38813384.2246 | 66992037.8468 | -28178653.6222 |
Total P&L (%) | 1047.4963 | 853.9605 | 193.5358 | 38813.3842 | 66992.0378 | -28178.6536 |
Avg Daily Profit (%) | 0.4189 | 0.3415 | 0.0774 | 0.2388 | 0.2606 | 0 |
Buy And Hold Return (%) | 846.9294 | 846.9294 | 846.9294 | 846.9294 | 846.9294 | 846.9294 |
Max Trade Drawdown | -88626 | -32025 | -99562 | -34126199 | -9128894 | -54655167 |
Profit Factor | 3.9315 | 6.7515 | 1.9267 | 1.4471 | 4.2177 | 0.573 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 56.4356 | 52 | 60.7843 | 56.4356 | 52 | 60.7843 |
Ratio Avg Win / Avg Loss | 3.0349 | 6.2322 | 1.243 | 1.1171 | 3.8933 | 0.3696 |
Largest Winning Trade | 324430 | 324430 | 37654 | 42262133 | 42262133 | 4306084 |
Largest Losing Trade | -65432 | -23193 | -65432 | -30401081 | -4117599 | -30401081 |
Avg Bars in Trades | 47 | 56 | 39 | 47 | 56 | 39 |
Avg Bars in Winners | 57 | 71 | 45 | 57 | 71 | 45 |
Avg Bars in Losers | 35 | 39 | 31 | 35 | 39 | 31 |
Bars Traded | 4835 | 2809 | 2026 | 4835 | 2809 | 2026 |
Profit Streak | 0 | 107.3437 | 0 | 0 | 107.3437 | 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 | -74078 | -324653 | -431495 | 376396 | -163457 | -759435 |
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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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