Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 986098.9684 | 849812.7738 | 136286.1946 | 18746043.802 | 20846320.5448 | -2100276.7428 |
Total P&L (%) | 986.099 | 849.8128 | 136.2862 | 18746.0438 | 20846.3205 | -2100.2767 |
Avg Daily Profit (%) | 0.3944 | 0.3399 | 0.0545 | 0.2098 | 0.214 | 0 |
Buy And Hold Return (%) | 779.6551 | 779.6551 | 779.6551 | 779.6551 | 779.6551 | 779.6551 |
Max Trade Drawdown | -101869 | -60093 | -72818 | -5333302 | -1952192 | -7845724 |
Profit Factor | 3.2974 | 5.7777 | 1.5422 | 2.0563 | 4.546 | 0.823 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 48.7179 | 48.7179 | 48.7179 | 48.7179 | 48.7179 | 48.7179 |
Ratio Avg Win / Avg Loss | 3.471 | 6.0818 | 1.6234 | 2.1645 | 4.7852 | 0.8664 |
Largest Winning Trade | 351020 | 351020 | 49953 | 13389987 | 13389987 | 2899326 |
Largest Losing Trade | -49739 | -21346 | -49739 | -4863087 | -1195047 | -4863087 |
Avg Bars in Trades | 123 | 125 | 122 | 123 | 125 | 122 |
Avg Bars in Winners | 162 | 159 | 165 | 162 | 159 | 165 |
Avg Bars in Losers | 87 | 92 | 81 | 87 | 92 | 81 |
Bars Traded | 9652 | 4875 | 4777 | 9652 | 4875 | 4777 |
Profit Streak | 0 | 164.7479 | 0 | 0 | 164.7479 | 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 | -106671 | -119694 | -283701 | -27246 | 579888 | -581255 |
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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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