Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 950278.8758 | 785102.2356 | 165176.6402 | 28436999.2077 | 42694420.6432 | -14257421.4355 |
Total P&L (%) | 950.2789 | 785.1022 | 165.1766 | 28436.9992 | 42694.4206 | -14257.4214 |
Avg Daily Profit (%) | 0.3801 | 0.314 | 0.0661 | 0.2264 | 0.2426 | 0 |
Buy And Hold Return (%) | 829.962 | 829.962 | 829.962 | 829.962 | 829.962 | 829.962 |
Max Trade Drawdown | -132216 | -101904 | -99908 | -23438019 | -8551837 | -30019515 |
Profit Factor | 2.8305 | 3.8402 | 1.6805 | 1.4208 | 2.6048 | 0.652 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 50.4202 | 50.8475 | 50 | 50.4202 | 50.8475 | 50 |
Ratio Avg Win / Avg Loss | 2.7833 | 3.7122 | 1.6805 | 1.3971 | 2.518 | 0.652 |
Largest Winning Trade | 179899 | 179899 | 59723 | 24523580 | 24523580 | 4633754 |
Largest Losing Trade | -51569 | -51569 | -42247 | -11449370 | -3876340 | -11449370 |
Avg Bars in Trades | 58 | 69 | 47 | 58 | 69 | 47 |
Avg Bars in Winners | 76 | 84 | 69 | 76 | 84 | 69 |
Avg Bars in Losers | 40 | 54 | 26 | 40 | 54 | 26 |
Bars Traded | 6986 | 4117 | 2869 | 6986 | 4117 | 2869 |
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 | -105327 | -326391 | -436498 | 340405 | -163201 | -749958 |
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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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