Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 880834.3684 | 744524.5113 | 136309.8571 | -10256933.2796 | 58396448.9248 | -68653382.2044 |
Total P&L (%) | 880.8344 | 744.5245 | 136.3099 | -10256.9333 | 58396.4489 | -68653.3822 |
Avg Daily Profit (%) | 0.3523 | 0.2978 | 0.0545 | 0 | 0.2552 | 0 |
Buy And Hold Return (%) | 696.053 | 696.053 | 696.053 | 696.053 | 696.053 | 696.053 |
Max Trade Drawdown | -165410 | -49323 | -122311 | -79562284 | -4212157 | -80281998 |
Profit Factor | 2.8906 | 4.7557 | 1.5093 | 0.8998 | 4.8633 | 0.2134 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 53 | 26 | 27 | 51 | 27 | 24 |
Losing Trades | 36 | 18 | 18 | 38 | 17 | 21 |
Profitability (%) | 59.5506 | 59.0909 | 60 | 57.3034 | 61.3636 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.9635 | 3.2924 | 1.0062 | 0.6705 | 3.0621 | 0.1867 |
Largest Winning Trade | 170896 | 170896 | 63731 | 43181249 | 43181249 | 3983104 |
Largest Losing Trade | -115149 | -49323 | -115149 | -78818653 | -2536273 | -78818653 |
Avg Bars in Trades | 109 | 121 | 97 | 109 | 121 | 97 |
Avg Bars in Winners | 122 | 119 | 125 | 116 | 109 | 123 |
Avg Bars in Losers | 89 | 124 | 54 | 100 | 141 | 66 |
Bars Traded | 9732 | 5367 | 4365 | 9732 | 5367 | 4365 |
Profit Streak | 171.1412 | 171.1412 | 201.6412 | 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 | -65441 | -125418 | -281799 | -579593 | 638483 | -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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