Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879954.09 | 716199.7913 | 163754.2988 | 21535596.7251 | 33169640.31 | -11634043.5849 |
Total P&L (%) | 879.9541 | 716.1998 | 163.7543 | 21535.5967 | 33169.6403 | -11634.0436 |
Avg Daily Profit (%) | 0.352 | 0.2865 | 0.0655 | 0.2153 | 0.2326 | 0 |
Buy And Hold Return (%) | 717.2739 | 717.2739 | 717.2739 | 717.2739 | 717.2739 | 717.2739 |
Max Trade Drawdown | -105163 | -65600 | -62576 | -18418836 | -3490126 | -19838007 |
Profit Factor | 2.7998 | 4.2693 | 1.6068 | 1.5949 | 4.429 | 0.5614 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 64.1026 | 65.5172 | 62.7119 | 64.1026 | 65.5172 | 62.7119 |
Ratio Avg Win / Avg Loss | 1.5679 | 2.247 | 0.9554 | 0.8932 | 2.3311 | 0.3338 |
Largest Winning Trade | 177295 | 177295 | 55139 | 21280470 | 21280470 | 3840572 |
Largest Losing Trade | -55339 | -48167 | -55339 | -18418836 | -3490126 | -18418836 |
Avg Bars in Trades | 83 | 109 | 58 | 83 | 109 | 58 |
Avg Bars in Winners | 94 | 104 | 83 | 94 | 104 | 83 |
Avg Bars in Losers | 63 | 117 | 14 | 63 | 117 | 14 |
Bars Traded | 9758 | 6328 | 3430 | 9758 | 6328 | 3430 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78397 | -327785 | -446016 | 378963 | -162351 | -755810 |
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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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