Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 864406.7069 | 742068.6379 | 122338.069 | -13196803.4825 | 60852208.0626 | -74049011.5452 |
Total P&L (%) | 864.4067 | 742.0686 | 122.3381 | -13196.8035 | 60852.2081 | -74049.0115 |
Avg Daily Profit (%) | 0.3459 | 0.2969 | 0.0489 | 0 | 0.2569 | 0 |
Buy And Hold Return (%) | 899.5987 | 899.5987 | 899.5987 | 899.5987 | 899.5987 | 899.5987 |
Max Trade Drawdown | -175370 | -52518 | -128994 | -85071568 | -5539544 | -86191218 |
Profit Factor | 2.8255 | 4.6068 | 1.4569 | 0.884 | 4.2079 | 0.219 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 52 | 25 | 27 | 50 | 26 | 24 |
Losing Trades | 38 | 20 | 18 | 40 | 19 | 21 |
Profitability (%) | 57.7778 | 55.5556 | 60 | 55.5556 | 57.7778 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.0648 | 3.6854 | 0.9712 | 0.7072 | 3.075 | 0.1916 |
Largest Winning Trade | 168918 | 168918 | 60201 | 44348458 | 44348458 | 4498913 |
Largest Losing Trade | -119643 | -49160 | -119643 | -84471487 | -3313675 | -84471487 |
Avg Bars in Trades | 163 | 180 | 147 | 163 | 180 | 147 |
Avg Bars in Winners | 188 | 185 | 190 | 178 | 169 | 188 |
Avg Bars in Losers | 130 | 173 | 82 | 145 | 195 | 100 |
Bars Traded | 14735 | 8108 | 6627 | 14735 | 8108 | 6627 |
Profit Streak | 170.9559 | 170.9559 | 201.7893 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148440 | -147650 | -291221 | -579817 | 605247 | -580279 |
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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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