Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 893610.5394 | 776546.4243 | 117064.1152 | 9230147.8247 | 17944053.2069 | -8713905.3822 |
Total P&L (%) | 893.6105 | 776.5464 | 117.0641 | 9230.1478 | 17944.0532 | -8713.9054 |
Avg Daily Profit (%) | 0.3574 | 0.3106 | 0.0468 | 0.1816 | 0.208 | 0 |
Buy And Hold Return (%) | 811.6488 | 811.6488 | 811.6488 | 811.6488 | 811.6488 | 811.6488 |
Max Trade Drawdown | -72174 | -70180 | -71292 | -12760917 | -2662519 | -13001935 |
Profit Factor | 3.0996 | 4.8666 | 1.5208 | 1.4012 | 3.441 | 0.4434 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 54.4304 | 53.8462 | 55 | 54.4304 | 53.8462 | 55 |
Ratio Avg Win / Avg Loss | 2.595 | 4.1714 | 1.2443 | 1.1731 | 2.9494 | 0.3628 |
Largest Winning Trade | 189196 | 189196 | 65074 | 11853775 | 11853775 | 1026859 |
Largest Losing Trade | -67931 | -28205 | -67931 | -12760917 | -1326810 | -12760917 |
Avg Bars in Trades | 89 | 92 | 86 | 89 | 92 | 86 |
Avg Bars in Winners | 101 | 107 | 95 | 101 | 107 | 95 |
Avg Bars in Losers | 74 | 75 | 74 | 74 | 75 | 74 |
Bars Traded | 7040 | 3599 | 3441 | 7040 | 3599 | 3441 |
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 | -149759 | -148578 | -294049 | -22120 | 547429 | -580101 |
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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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