Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1139399.0194 | 942128.1538 | 197270.8656 | 50184778.762 | 59919615.3974 | -9734836.6354 |
Total P&L (%) | 1139.399 | 942.1282 | 197.2709 | 50184.7788 | 59919.6154 | -9734.8366 |
Avg Daily Profit (%) | 0.4559 | 0.377 | 0.0789 | 0.2492 | 0.2563 | 0 |
Buy And Hold Return (%) | 681.6563 | 681.6563 | 681.6563 | 681.6563 | 681.6563 | 681.6563 |
Max Trade Drawdown | -85089 | -36432 | -71303 | -18309563 | -4363636 | -31372311 |
Profit Factor | 3.7754 | 6.1019 | 1.8734 | 1.8183 | 3.8186 | 0.757 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 54.5455 | 56.4103 | 52.6316 | 54.5455 | 56.4103 | 52.6316 |
Ratio Avg Win / Avg Loss | 3.1461 | 4.7151 | 1.686 | 1.5153 | 2.9507 | 0.6813 |
Largest Winning Trade | 348533 | 348533 | 50133 | 34798540 | 34798540 | 6443056 |
Largest Losing Trade | -71303 | -28142 | -71303 | -17347176 | -2962233 | -17347176 |
Avg Bars in Trades | 188 | 195 | 182 | 188 | 195 | 182 |
Avg Bars in Winners | 236 | 216 | 257 | 236 | 216 | 257 |
Avg Bars in Losers | 132 | 167 | 98 | 132 | 167 | 98 |
Bars Traded | 14536 | 7615 | 6921 | 14536 | 7615 | 6921 |
Profit Streak | 0 | 0 | 162.9673 | 0 | 0 | 162.9673 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37645 | -27967 | -248469 | -33780 | 586764 | -579457 |
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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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