Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1527962.1745 | 1417099.6415 | 110862.533 | 72236913.8714 | 111548612.9286 | -39311699.0572 |
Total P&L (%) | 1527.9622 | 1417.0996 | 110.8625 | 72236.9139 | 111548.6129 | -39311.6991 |
Avg Daily Profit (%) | 0.6729 | 0.6241 | 0.0488 | 0.2904 | 0.3095 | 0 |
Buy And Hold Return (%) | 7786.1869 | 7786.1869 | 7786.1869 | 7786.1869 | 7786.1869 | 7786.1869 |
Max Trade Drawdown | -102600 | -97729 | -95322 | -108002421 | -71067408 | -125549154 |
Profit Factor | 2.7599 | 3.6803 | 1.3265 | 1.1256 | 1.3194 | 0.8261 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 59.204 | 59 | 59.4059 | 59.204 | 59 | 59.4059 |
Ratio Avg Win / Avg Loss | 1.9018 | 2.5575 | 0.9065 | 0.7756 | 0.9169 | 0.5645 |
Largest Winning Trade | 540163 | 540163 | 31530 | 61269126 | 61269126 | 14299749 |
Largest Losing Trade | -56850 | -56253 | -56850 | -65823942 | -65823942 | -40178128 |
Avg Bars in Trades | 66 | 110 | 23 | 66 | 110 | 23 |
Avg Bars in Winners | 47 | 73 | 22 | 47 | 73 | 22 |
Avg Bars in Losers | 94 | 164 | 24 | 94 | 164 | 24 |
Bars Traded | 13418 | 11076 | 2342 | 13418 | 11076 | 2342 |
Profit Streak | 35.5633 | 40.8966 | 35.5633 | 35.5633 | 40.8966 | 35.5633 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145194 | -145860 | -293151 | -72022 | 321767 | -579023 |
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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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