Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877489.4798 | 725428.0491 | 152061.4307 | 30762618.2116 | 82398415.7492 | -51635797.5376 |
Total P&L (%) | 877.4895 | 725.428 | 152.0614 | 30762.6182 | 82398.4157 | -51635.7975 |
Avg Daily Profit (%) | 0.4839 | 0.4 | 0.0839 | 0.3166 | 0.371 | 0 |
Buy And Hold Return (%) | 785.7427 | 785.7427 | 785.7427 | 785.7427 | 785.7427 | 785.7427 |
Max Trade Drawdown | -116539 | -58193 | -156829 | -44558647 | -19864387 | -72499588 |
Profit Factor | 2.129 | 3.1952 | 1.3404 | 1.1448 | 2.0027 | 0.6036 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 109 | 59 | 50 | 109 | 59 | 50 |
Losing Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Profitability (%) | 62.6437 | 67.8161 | 57.4713 | 62.6437 | 67.8161 | 57.4713 |
Ratio Avg Win / Avg Loss | 1.2696 | 1.5164 | 0.9919 | 0.6827 | 0.9504 | 0.4467 |
Largest Winning Trade | 76472 | 76472 | 71580 | 12622289 | 12622289 | 10797802 |
Largest Losing Trade | -39477 | -37777 | -39477 | -19405719 | -10469927 | -19405719 |
Avg Bars in Trades | 60 | 53 | 67 | 60 | 53 | 67 |
Avg Bars in Winners | 63 | 56 | 72 | 63 | 56 | 72 |
Avg Bars in Losers | 56 | 48 | 61 | 56 | 48 | 61 |
Bars Traded | 10561 | 4669 | 5891 | 10561 | 4669 | 5891 |
Profit Streak | 0 | 0 | 54.2574 | 0 | 0 | 54.2574 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113498 | -147657 | -246910 | -51331 | 460530 | -579568 |
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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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