Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 987739.8923 | 821412.7139 | 166327.1784 | 18955300.7782 | 93803358.1284 | -74848057.3502 |
Total P&L (%) | 987.7399 | 821.4127 | 166.3272 | 18955.3008 | 93803.3581 | -74848.0574 |
Avg Daily Profit (%) | 0.394 | 0.3277 | 0.0664 | 0.2096 | 0.2734 | 0 |
Buy And Hold Return (%) | 865.7619 | 865.7619 | 865.7619 | 865.7619 | 865.7619 | 865.7619 |
Max Trade Drawdown | -152726 | -71671 | -118995 | -103959983 | -9057723 | -97895316 |
Profit Factor | 3.1135 | 4.5654 | 1.7019 | 1.1318 | 3.7817 | 0.3204 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 58.6957 | 54.3478 | 63.0435 | 58.6957 | 54.3478 | 63.0435 |
Ratio Avg Win / Avg Loss | 2.191 | 3.8349 | 0.9977 | 0.7964 | 3.1767 | 0.1878 |
Largest Winning Trade | 187401 | 187401 | 64064 | 74515963 | 74515963 | 6449657 |
Largest Losing Trade | -75378 | -37553 | -75378 | -86890159 | -5912478 | -86890159 |
Avg Bars in Trades | 161 | 174 | 148 | 161 | 174 | 148 |
Avg Bars in Winners | 185 | 176 | 193 | 185 | 176 | 193 |
Avg Bars in Losers | 128 | 173 | 72 | 128 | 173 | 72 |
Bars Traded | 14866 | 8035 | 6830 | 14866 | 8035 | 6830 |
Profit Streak | 0 | 187.4666 | 0 | 0 | 187.4666 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104927 | -147150 | -267905 | -67755 | 633199 | -579013 |
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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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