Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758587.9419 | 620621.7473 | 137966.1946 | 11256188.217 | 19329973.8508 | -8073785.6338 |
Total P&L (%) | 758.5879 | 620.6217 | 137.9662 | 11256.1882 | 19329.9739 | -8073.7856 |
Avg Daily Profit (%) | 0.3034 | 0.2482 | 0.0552 | 0.1894 | 0.211 | 0 |
Buy And Hold Return (%) | 878.0163 | 878.0163 | 878.0163 | 878.0163 | 878.0163 | 878.0163 |
Max Trade Drawdown | -86073 | -53238 | -96914 | -12718370 | -1134074 | -13875970 |
Profit Factor | 3.1878 | 6.1103 | 1.6124 | 1.5526 | 7.3986 | 0.5346 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 68.0412 | 68.75 | 67.3469 | 68.0412 | 68.75 | 67.3469 |
Ratio Avg Win / Avg Loss | 1.4973 | 2.7774 | 0.7818 | 0.7293 | 3.363 | 0.2592 |
Largest Winning Trade | 158130 | 158130 | 47467 | 10274179 | 10274179 | 1749313 |
Largest Losing Trade | -56332 | -53238 | -56332 | -10283458 | -1134074 | -10283458 |
Avg Bars in Trades | 47 | 78 | 16 | 47 | 78 | 16 |
Avg Bars in Winners | 35 | 51 | 18 | 35 | 51 | 18 |
Avg Bars in Losers | 72 | 139 | 10 | 72 | 139 | 10 |
Bars Traded | 4575 | 3782 | 793 | 4575 | 3782 | 793 |
Profit Streak | 0 | 30.4513 | 0 | 0 | 30.4513 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149000 | -145278 | -282120 | 388199 | 726505 | -578155 |
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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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