Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 951484.0893 | 746909.0245 | 204575.0648 | -83105118.991 | 75937300.8596 | -159042419.8507 |
Total P&L (%) | 951.4841 | 746.909 | 204.5751 | -83105.119 | 75937.3009 | -159042.4199 |
Avg Daily Profit (%) | 0.3806 | 0.2987 | 0.0818 | 0 | 0.2657 | 0 |
Buy And Hold Return (%) | 723.9382 | 723.9382 | 723.9382 | 723.9382 | 723.9382 | 723.9382 |
Max Trade Drawdown | -135190 | -55895 | -136999 | -202491928 | -34044554 | -182450939 |
Profit Factor | 3.4895 | 5.6481 | 1.9236 | 0.6594 | 2.5231 | 0.1809 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 64 | 30 | 34 | 62 | 30 | 32 |
Losing Trades | 32 | 18 | 14 | 34 | 18 | 16 |
Profitability (%) | 66.6667 | 62.5 | 70.8333 | 64.5833 | 62.5 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.7448 | 3.3889 | 0.7921 | 0.3616 | 1.5139 | 0.0905 |
Largest Winning Trade | 174858 | 174858 | 36562 | 76014715 | 76014715 | 7144458 |
Largest Losing Trade | -127270 | -43375 | -127270 | -152071773 | -27303264 | -152071773 |
Avg Bars in Trades | 101 | 107 | 95 | 101 | 107 | 95 |
Avg Bars in Winners | 104 | 107 | 101 | 100 | 106 | 94 |
Avg Bars in Losers | 95 | 107 | 80 | 102 | 108 | 96 |
Bars Traded | 9723 | 5152 | 4571 | 9723 | 5152 | 4571 |
Profit Streak | 155.5122 | 161.5122 | 155.5122 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47658 | -136079 | -244859 | -578353 | 544244 | -578528 |
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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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