Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 961307.1353 | 785875.3591 | 175431.7762 | 34930705.5161 | 49995358.2027 | -15064652.6866 |
Total P&L (%) | 961.3071 | 785.8754 | 175.4318 | 34930.7055 | 49995.3582 | -15064.6527 |
Avg Daily Profit (%) | 0.3845 | 0.3143 | 0.0702 | 0.2346 | 0.2489 | 0 |
Buy And Hold Return (%) | 874.98 | 874.98 | 874.98 | 874.98 | 874.98 | 874.98 |
Max Trade Drawdown | -136039 | -103674 | -98954 | -26606993 | -9247138 | -33254949 |
Profit Factor | 2.8717 | 3.7967 | 1.7542 | 1.4753 | 2.7385 | 0.6632 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 52.7132 | 53.125 | 52.3077 | 52.7132 | 53.125 | 52.3077 |
Ratio Avg Win / Avg Loss | 2.5761 | 3.35 | 1.5994 | 1.3235 | 2.4163 | 0.6047 |
Largest Winning Trade | 173174 | 173174 | 60389 | 27627223 | 27627223 | 5878563 |
Largest Losing Trade | -51432 | -51432 | -42247 | -13204610 | -4420399 | -13204610 |
Avg Bars in Trades | 54 | 64 | 44 | 54 | 64 | 44 |
Avg Bars in Winners | 70 | 75 | 65 | 70 | 75 | 65 |
Avg Bars in Losers | 36 | 51 | 21 | 36 | 51 | 21 |
Bars Traded | 6986 | 4102 | 2884 | 6986 | 4102 | 2884 |
Profit Streak | 0 | 20.5747 | 0 | 0 | 20.5747 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119292 | -288072 | -393088 | 366569 | -124540 | -712159 |
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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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