Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882926.4911 | 738446.5542 | 144479.9368 | 11879575.0335 | 25534021.637 | -13654446.6035 |
Total P&L (%) | 882.9265 | 738.4466 | 144.4799 | 11879.575 | 25534.0216 | -13654.4466 |
Avg Daily Profit (%) | 0.3531 | 0.2953 | 0.0578 | 0.1916 | 0.2221 | 0 |
Buy And Hold Return (%) | 843.91 | 843.91 | 843.91 | 843.91 | 843.91 | 843.91 |
Max Trade Drawdown | -82151 | -62088 | -90962 | -19716200 | -3557422 | -21350868 |
Profit Factor | 3.5901 | 6.093 | 1.7375 | 1.3343 | 3.5692 | 0.4665 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 57.8947 | 52.6316 | 63.1579 | 57.8947 | 52.6316 | 63.1579 |
Ratio Avg Win / Avg Loss | 2.611 | 5.4837 | 1.0136 | 0.9704 | 3.2123 | 0.2721 |
Largest Winning Trade | 173899 | 173899 | 61980 | 16409163 | 16409163 | 2042101 |
Largest Losing Trade | -74283 | -38665 | -74283 | -19198684 | -2390921 | -19198684 |
Avg Bars in Trades | 61 | 84 | 39 | 61 | 84 | 39 |
Avg Bars in Winners | 68 | 94 | 46 | 68 | 94 | 46 |
Avg Bars in Losers | 52 | 74 | 25 | 52 | 74 | 25 |
Bars Traded | 4701 | 3215 | 1486 | 4701 | 3215 | 1486 |
Profit Streak | 0 | 0 | 112.3174 | 0 | 0 | 112.3174 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -187763 | -148042 | -277079 | -45883 | 551742 | -578496 |
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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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