Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 948335.2459 | 764886.5393 | 183448.7066 | 38956471.7831 | 72989109.0076 | -34032637.2245 |
Total P&L (%) | 948.3352 | 764.8865 | 183.4487 | 38956.4718 | 72989.109 | -34032.6372 |
Avg Daily Profit (%) | 0.3793 | 0.306 | 0.0734 | 0.239 | 0.2641 | 0 |
Buy And Hold Return (%) | 890.7245 | 890.7245 | 890.7245 | 890.7245 | 890.7245 | 890.7245 |
Max Trade Drawdown | -75998 | -51457 | -122069 | -44587111 | -9054769 | -63345929 |
Profit Factor | 2.6794 | 3.9944 | 1.5932 | 1.2707 | 2.7583 | 0.6676 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Losing Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Profitability (%) | 63.8298 | 67.6056 | 60 | 63.8298 | 67.6056 | 60 |
Ratio Avg Win / Avg Loss | 1.5183 | 1.914 | 1.0622 | 0.7201 | 1.3217 | 0.4451 |
Largest Winning Trade | 156377 | 156377 | 58096 | 15049592 | 15049592 | 9635331 |
Largest Losing Trade | -62159 | -43387 | -62159 | -35665183 | -7414739 | -35665183 |
Avg Bars in Trades | 69 | 74 | 65 | 69 | 74 | 65 |
Avg Bars in Winners | 74 | 73 | 75 | 74 | 73 | 75 |
Avg Bars in Losers | 61 | 75 | 49 | 61 | 75 | 49 |
Bars Traded | 9827 | 5266 | 4561 | 9827 | 5266 | 4561 |
Profit Streak | 0 | 0 | 57.1977 | 0 | 0 | 57.1977 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128807 | -234175 | -351192 | 315909 | -71659 | -673100 |
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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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