Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 924895.8543 | 742825.241 | 182070.6133 | -190098.4443 | 43743598.2717 | -43933696.716 |
Total P&L (%) | 924.8959 | 742.8252 | 182.0706 | -190.0984 | 43743.5983 | -43933.6967 |
Avg Daily Profit (%) | 0.37 | 0.2971 | 0.0728 | 0 | 0.2436 | 0 |
Buy And Hold Return (%) | 787.9465 | 787.9465 | 787.9465 | 787.9465 | 787.9465 | 787.9465 |
Max Trade Drawdown | -100066 | -63663 | -115297 | -51326365 | -4064193 | -54623000 |
Profit Factor | 3.6341 | 6.2083 | 1.8732 | 0.9972 | 5.2724 | 0.2495 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 47 | 23 | 24 | 43 | 22 | 21 |
Losing Trades | 23 | 12 | 11 | 27 | 13 | 14 |
Profitability (%) | 67.1429 | 65.7143 | 68.5714 | 61.4286 | 62.8571 | 60 |
Ratio Avg Win / Avg Loss | 1.7784 | 3.2391 | 0.8586 | 0.6262 | 3.1155 | 0.1663 |
Largest Winning Trade | 181159 | 181159 | 48774 | 33013039 | 33013039 | 3250058 |
Largest Losing Trade | -100066 | -43912 | -100066 | -51270424 | -2135849 | -51270424 |
Avg Bars in Trades | 139 | 146 | 132 | 139 | 146 | 132 |
Avg Bars in Winners | 136 | 128 | 144 | 143 | 142 | 144 |
Avg Bars in Losers | 145 | 181 | 105 | 132 | 153 | 113 |
Bars Traded | 9754 | 5128 | 4626 | 9754 | 5128 | 4626 |
Profit Streak | 119.3768 | 119.3768 | 228.6268 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -190347 | -145789 | -256948 | -677796 | 650245 | -579491 |
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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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