Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 994794.9855 | 821724.6351 | 173070.3504 | 29425674.1809 | 29705206.149 | -279531.9681 |
Total P&L (%) | 994.795 | 821.7246 | 173.0704 | 29425.6742 | 29705.2061 | -279.532 |
Avg Daily Profit (%) | 0.3978 | 0.3286 | 0.0692 | 0.2277 | 0.2281 | 0 |
Buy And Hold Return (%) | 897.7146 | 897.7146 | 897.7146 | 897.7146 | 897.7146 | 897.7146 |
Max Trade Drawdown | -71357 | -63181 | -29734 | -9503767 | -5843327 | -7248932 |
Profit Factor | 3.8594 | 4.4864 | 2.5425 | 2.4142 | 3.5618 | 0.9697 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 52.2222 | 48.8889 | 55.5556 | 52.2222 | 48.8889 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.531 | 4.6903 | 2.034 | 2.2088 | 3.7237 | 0.7757 |
Largest Winning Trade | 351017 | 351017 | 47818 | 23379519 | 23379519 | 3240537 |
Largest Losing Trade | -30058 | -30058 | -25310 | -5843327 | -5843327 | -4035243 |
Avg Bars in Trades | 49 | 61 | 37 | 49 | 61 | 37 |
Avg Bars in Winners | 70 | 88 | 53 | 70 | 88 | 53 |
Avg Bars in Losers | 27 | 36 | 17 | 27 | 36 | 17 |
Bars Traded | 4479 | 2781 | 1698 | 4479 | 2781 | 1698 |
Profit Streak | 66.2122 | 77.2122 | 0 | 66.2122 | 77.2122 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114360 | -149031 | -260684 | 502592 | 547543 | -579991 |
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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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