Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484864.5873 | 596285.2991 | -111420.7117 | 31246815.801 | -52770471.657 | 84017287.458 |
Total P&L (%) | 484.8646 | 596.2853 | -111.4207 | 31246.8158 | -52770.4717 | 84017.2875 |
Avg Daily Profit (%) | 0.1938 | 0.2383 | -0.0445 | 0.23 | 0 | 0.2695 |
Buy And Hold Return (%) | 842.6165 | 842.6165 | 842.6165 | 842.6165 | 842.6165 | 842.6165 |
Max Trade Drawdown | -307383 | -78415 | -303515 | -115148645 | -81526697 | -53249133 |
Profit Factor | 1.7415 | 4.6555 | 0.773 | 1.1805 | 0.5148 | 2.3061 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 62 | 29 | 33 | 48 | 23 | 25 |
Losing Trades | 33 | 18 | 15 | 47 | 24 | 23 |
Profitability (%) | 65.2632 | 61.7021 | 68.75 | 50.5263 | 48.9362 | 52.0833 |
Ratio Avg Win / Avg Loss | 0.9269 | 2.8896 | 0.3514 | 1.1559 | 0.5371 | 2.1216 |
Largest Winning Trade | 140332 | 140332 | 54594 | 131373220 | 18968726 | 131373220 |
Largest Losing Trade | -303515 | -54724 | -303515 | -54615473 | -54615473 | -18327137 |
Avg Bars in Trades | 75 | 100 | 51 | 75 | 100 | 51 |
Avg Bars in Winners | 74 | 93 | 58 | 78 | 110 | 49 |
Avg Bars in Losers | 77 | 111 | 37 | 72 | 90 | 53 |
Bars Traded | 7202 | 4715 | 2487 | 7202 | 4715 | 2487 |
Profit Streak | 51.7429 | 0 | 67.0763 | 51.7429 | 0 | 67.0763 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154612 | -148272 | -577288 | -12759 | -581110 | 516678 |
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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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