Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 869056.8858 | 757704.761 | 111352.1248 | 9930015.1969 | 14601987.5287 | -4671972.3318 |
Total P&L (%) | 869.0569 | 757.7048 | 111.3521 | 9930.0152 | 14601.9875 | -4671.9723 |
Avg Daily Profit (%) | 0.3476 | 0.3031 | 0.0445 | 0.1845 | 0.1998 | 0 |
Buy And Hold Return (%) | 810.8637 | 810.8637 | 810.8637 | 810.8637 | 810.8637 | 810.8637 |
Max Trade Drawdown | -68313 | -53802 | -64672 | -8215426 | -3438285 | -7246511 |
Profit Factor | 3.0364 | 5.2503 | 1.4481 | 1.5234 | 2.8578 | 0.5796 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 54.5455 | 55.2632 | 53.8462 | 54.5455 | 55.2632 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.5304 | 4.2502 | 1.2413 | 1.2695 | 2.3135 | 0.4968 |
Largest Winning Trade | 350254 | 350254 | 45730 | 11681461 | 11681461 | 898845 |
Largest Losing Trade | -45405 | -29921 | -45405 | -4629809 | -2804690 | -4629809 |
Avg Bars in Trades | 125 | 134 | 118 | 125 | 134 | 118 |
Avg Bars in Winners | 146 | 147 | 146 | 146 | 147 | 146 |
Avg Bars in Losers | 100 | 118 | 84 | 100 | 118 | 84 |
Bars Traded | 9698 | 5095 | 4603 | 9698 | 5095 | 4603 |
Profit Streak | 0 | 167.6265 | 0 | 0 | 167.6265 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174038 | -147218 | -297687 | -36334 | 545556 | -580258 |
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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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