Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669096.2684 | 595101.678 | 73994.5904 | 2307151.4612 | 19543554.8138 | -17236403.3526 |
Total P&L (%) | 669.0963 | 595.1017 | 73.9946 | 2307.1515 | 19543.5548 | -17236.4034 |
Avg Daily Profit (%) | 0.2676 | 0.238 | 0.0296 | 0.1273 | 0.2114 | 0 |
Buy And Hold Return (%) | 845.7384 | 845.7384 | 845.7384 | 845.7384 | 845.7384 | 845.7384 |
Max Trade Drawdown | -127961 | -67692 | -126077 | -19867757 | -1062360 | -20214828 |
Profit Factor | 2.4351 | 5.0129 | 1.2327 | 1.0853 | 10.1273 | 0.3078 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Losing Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Profitability (%) | 65.3846 | 71.7949 | 58.9744 | 65.3846 | 71.7949 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.2892 | 1.9693 | 0.8576 | 0.5746 | 3.9786 | 0.2141 |
Largest Winning Trade | 110320 | 110320 | 47481 | 11406429 | 11406429 | 1490389 |
Largest Losing Trade | -84139 | -49062 | -84139 | -13377776 | -717654 | -13377776 |
Avg Bars in Trades | 88 | 95 | 81 | 88 | 95 | 81 |
Avg Bars in Winners | 101 | 99 | 103 | 101 | 99 | 103 |
Avg Bars in Losers | 64 | 85 | 50 | 64 | 85 | 50 |
Bars Traded | 6910 | 3724 | 3186 | 6910 | 3724 | 3186 |
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 | -190138 | -146764 | -319935 | -190849 | 702338 | -579594 |
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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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