Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2124097.0754 | 2118580.2344 | 5516.841 | -39993.4991 | -557858.7528 | 517865.2537 |
Total P&L (%) | 2124.0971 | 2118.5802 | 5.5168 | -39.9935 | -557.8588 | 517.8653 |
Avg Daily Profit (%) | 1.1826 | 1.1795 | 0.0031 | -0.0284 | 0 | 0.1014 |
Buy And Hold Return (%) | 330.7801 | 330.7801 | 330.7801 | 330.7801 | 330.7801 | 330.7801 |
Max Trade Drawdown | -280671 | -266913 | -61390 | -3191564 | -3190988 | -370043 |
Profit Factor | 4.2287 | 5.263 | 1.0343 | 0.991 | 0.8486 | 1.6686 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 45.2991 | 39.6552 | 50.8475 | 45.2991 | 39.6552 | 50.8475 |
Ratio Avg Win / Avg Loss | 5.1063 | 8.0089 | 0.9998 | 1.1967 | 1.2913 | 1.613 |
Largest Winning Trade | 2376258 | 2376258 | 20277 | 2379790 | 2379790 | 263146 |
Largest Losing Trade | -35259 | -35259 | -15631 | -884316 | -884316 | -370043 |
Avg Bars in Trades | 163 | 285 | 43 | 163 | 285 | 43 |
Avg Bars in Winners | 183 | 367 | 41 | 183 | 367 | 41 |
Avg Bars in Losers | 147 | 231 | 45 | 147 | 231 | 45 |
Bars Traded | 19113 | 16540 | 2573 | 19113 | 16540 | 2573 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 677670 | -163269 | -715540 | -580628 | -763467 | -240332 |
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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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