Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138820.352 | 755874.9535 | -617054.6014 | -92439516.2008 | 51672769.1342 | -144112285.335 |
Total P&L (%) | 138.8204 | 755.875 | -617.0546 | -92439.5162 | 51672.7691 | -144112.2853 |
Avg Daily Profit (%) | 0.0613 | 0.3337 | -0.2724 | 0 | 0.2763 | 0 |
Buy And Hold Return (%) | 10969.6672 | 10969.6672 | 10969.6672 | 10969.6672 | 10969.6672 | 10969.6672 |
Max Trade Drawdown | -732828 | -42289 | -792677 | -194297514 | -38539670 | -170774693 |
Profit Factor | 1.1217 | 6.9131 | 0.3905 | 0.6274 | 1.8147 | 0.2196 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 40 | 19 | 21 | 37 | 18 | 19 |
Losing Trades | 24 | 13 | 11 | 27 | 14 | 13 |
Profitability (%) | 62.5 | 59.375 | 65.625 | 57.8125 | 56.25 | 59.375 |
Ratio Avg Win / Avg Loss | 0.673 | 4.73 | 0.2045 | 0.4578 | 1.4114 | 0.1502 |
Largest Winning Trade | 362495 | 362495 | 59416 | 35753042 | 35753042 | 5617646 |
Largest Losing Trade | -526395 | -30001 | -526395 | -152011725 | -24798728 | -152011725 |
Avg Bars in Trades | 100 | 106 | 94 | 100 | 106 | 94 |
Avg Bars in Winners | 102 | 126 | 81 | 102 | 116 | 89 |
Avg Bars in Losers | 98 | 78 | 120 | 98 | 94 | 102 |
Bars Traded | 6457 | 3422 | 3035 | 6457 | 3422 | 3035 |
Profit Streak | 209.6875 | 209.6875 | 239.6875 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -505593 | -145527 | -577430 | -723265 | 367492 | -579595 |
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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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