Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1841015.9992 | 1841203.2893 | -187.2902 | 852945.2498 | -418398.6041 | 1271343.8539 |
Total P&L (%) | 1841.016 | 1841.2033 | -0.1873 | 852.9453 | -418.3986 | 1271.3439 |
Avg Daily Profit (%) | 0.8837 | 0.8838 | -0.0001 | 0.1083 | 0 | 0.1258 |
Buy And Hold Return (%) | 965.2681 | 965.2681 | 965.2681 | 965.2681 | 965.2681 | 965.2681 |
Max Trade Drawdown | -194110 | -158457 | -59918 | -25799498 | -24238258 | -3288196 |
Profit Factor | 3.152 | 3.668 | 0.9989 | 1.0166 | 0.9903 | 1.1532 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Profitability (%) | 49.6689 | 50.6667 | 48.6842 | 49.6689 | 50.6667 | 48.6842 |
Ratio Avg Win / Avg Loss | 3.1941 | 3.5715 | 1.0529 | 1.0302 | 0.9642 | 1.2156 |
Largest Winning Trade | 1290126 | 1290126 | 17664 | 19150778 | 19150778 | 1802696 |
Largest Losing Trade | -52787 | -52787 | -25271 | -13133397 | -13133397 | -2541138 |
Avg Bars in Trades | 159 | 305 | 15 | 159 | 305 | 15 |
Avg Bars in Winners | 161 | 301 | 17 | 161 | 301 | 17 |
Avg Bars in Losers | 158 | 310 | 13 | 158 | 310 | 13 |
Bars Traded | 24119 | 22943 | 1176 | 24119 | 22943 | 1176 |
Profit Streak | 48.3779 | 0 | 72.4613 | 48.3779 | 0 | 72.4613 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467247 | -44320 | -628245 | -414850 | -637649 | -192957 |
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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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