Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1053053.4686 | 823228.7455 | 229824.7231 | 68334163.4884 | 94215462.0977 | -25881298.6093 |
Total P&L (%) | 1053.0535 | 823.2287 | 229.8247 | 68334.1635 | 94215.4621 | -25881.2986 |
Avg Daily Profit (%) | 0.4211 | 0.3292 | 0.0919 | 0.2614 | 0.2743 | 0 |
Buy And Hold Return (%) | 808.4216 | 808.4216 | 808.4216 | 808.4216 | 808.4216 | 808.4216 |
Max Trade Drawdown | -88500 | -86234 | -80064 | -53298939 | -4002560 | -53298939 |
Profit Factor | 3.7384 | 7.2249 | 1.9109 | 1.9331 | 17.5247 | 0.6168 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 70.1149 | 74.4186 | 65.9091 | 70.1149 | 74.4186 | 65.9091 |
Ratio Avg Win / Avg Loss | 1.5934 | 2.4836 | 0.9884 | 0.8239 | 6.0241 | 0.319 |
Largest Winning Trade | 169205 | 169205 | 64033 | 45666829 | 45666829 | 6694028 |
Largest Losing Trade | -70742 | -44580 | -70742 | -53298939 | -1745039 | -53298939 |
Avg Bars in Trades | 81 | 89 | 73 | 81 | 89 | 73 |
Avg Bars in Winners | 97 | 89 | 107 | 97 | 89 | 107 |
Avg Bars in Losers | 42 | 91 | 7 | 42 | 91 | 7 |
Bars Traded | 7073 | 3854 | 3218 | 7073 | 3854 | 3218 |
Profit Streak | 9.3067 | 0 | 298.9733 | 9.3067 | 0 | 298.9733 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51052 | -139192 | -231683 | 476645 | 735014 | -577267 |
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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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