Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 944289.4978 | 792073.5737 | 152215.924 | 15566615.0102 | 33154819.8256 | -17588204.8154 |
Total P&L (%) | 944.2895 | 792.0736 | 152.2159 | 15566.615 | 33154.8198 | -17588.2048 |
Avg Daily Profit (%) | 0.3778 | 0.3169 | 0.0609 | 0.2024 | 0.2326 | 0 |
Buy And Hold Return (%) | 955.7329 | 955.7329 | 955.7329 | 955.7329 | 955.7329 | 955.7329 |
Max Trade Drawdown | -80989 | -80458 | -80022 | -26132138 | -4242940 | -22909564 |
Profit Factor | 2.6881 | 4.0668 | 1.5055 | 1.4119 | 4.0898 | 0.3501 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 56.5217 | 52.1739 | 60.8696 | 56.5217 | 52.1739 | 60.8696 |
Ratio Avg Win / Avg Loss | 2.0678 | 3.7279 | 0.9678 | 1.0861 | 3.749 | 0.2251 |
Largest Winning Trade | 271172 | 271172 | 52034 | 26588385 | 26588385 | 2242150 |
Largest Losing Trade | -62949 | -34600 | -62949 | -22909564 | -3641504 | -22909564 |
Avg Bars in Trades | 106 | 116 | 97 | 106 | 116 | 97 |
Avg Bars in Winners | 123 | 124 | 123 | 123 | 124 | 123 |
Avg Bars in Losers | 85 | 108 | 56 | 85 | 108 | 56 |
Bars Traded | 14751 | 8046 | 6704 | 14751 | 8046 | 6704 |
Profit Streak | 84.0518 | 88.2184 | 84.0518 | 84.0518 | 88.2184 | 84.0518 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148919 | -250470 | -377420 | 395938 | -85396 | -680491 |
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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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