Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593277.7742 | 551565.7708 | 41712.0034 | -27928238.8062 | 21248408.1122 | -49176646.9184 |
Total P&L (%) | 593.2778 | 551.5658 | 41.712 | -27928.2388 | 21248.4081 | -49176.6469 |
Avg Daily Profit (%) | 0.2373 | 0.2206 | 0.0167 | 0 | 0.2148 | 0 |
Buy And Hold Return (%) | 726.3567 | 726.3567 | 726.3567 | 726.3567 | 726.3567 | 726.3567 |
Max Trade Drawdown | -197631 | -41538 | -187436 | -55553402 | -6329432 | -55269768 |
Profit Factor | 2.4508 | 5.2367 | 1.1496 | 0.6088 | 2.7345 | 0.1684 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 54 | 26 | 28 | 54 | 28 | 26 |
Losing Trades | 27 | 14 | 13 | 27 | 12 | 15 |
Profitability (%) | 66.6667 | 65 | 68.2927 | 66.6667 | 70 | 63.4146 |
Ratio Avg Win / Avg Loss | 1.2254 | 2.8197 | 0.5338 | 0.3044 | 1.1719 | 0.0972 |
Largest Winning Trade | 119636 | 119636 | 35378 | 14482057 | 14482057 | 3401908 |
Largest Losing Trade | -185657 | -41538 | -185657 | -51473728 | -6329432 | -51473728 |
Avg Bars in Trades | 119 | 128 | 110 | 119 | 128 | 110 |
Avg Bars in Winners | 113 | 107 | 119 | 113 | 105 | 122 |
Avg Bars in Losers | 131 | 167 | 92 | 131 | 182 | 91 |
Bars Traded | 9683 | 5133 | 4550 | 9683 | 5133 | 4550 |
Profit Streak | 95.2161 | 129.9661 | 95.2161 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166742 | -147055 | -390951 | -594617 | 536090 | -579003 |
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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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