Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1160382.7229 | 931657.2689 | 228725.454 | 62099464.8298 | 366083625.786 | -303984160.9562 |
Total P&L (%) | 1160.3827 | 931.6573 | 228.7255 | 62099.4648 | 366083.6258 | -303984.161 |
Avg Daily Profit (%) | 0.4642 | 0.3727 | 0.0915 | 0.2576 | 0.3288 | 0 |
Buy And Hold Return (%) | 940.9318 | 940.9318 | 940.9318 | 940.9318 | 940.9318 | 940.9318 |
Max Trade Drawdown | -157046 | -59485 | -115889 | -414585412 | -28716157 | -394953987 |
Profit Factor | 3.9734 | 5.8425 | 2.156 | 1.1232 | 5.1692 | 0.2695 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 61.039 | 57.8947 | 64.1026 | 61.039 | 57.8947 | 64.1026 |
Ratio Avg Win / Avg Loss | 2.5362 | 4.2491 | 1.2073 | 0.717 | 3.7594 | 0.1509 |
Largest Winning Trade | 202050 | 202050 | 60287 | 291784493 | 291784493 | 21270996 |
Largest Losing Trade | -82471 | -42406 | -82471 | -368333494 | -17280601 | -368333494 |
Avg Bars in Trades | 126 | 139 | 113 | 126 | 139 | 113 |
Avg Bars in Winners | 142 | 136 | 148 | 142 | 136 | 148 |
Avg Bars in Losers | 100 | 144 | 50 | 100 | 144 | 50 |
Bars Traded | 9719 | 5298 | 4421 | 9719 | 5298 | 4421 |
Profit Streak | 158.8864 | 160.3864 | 158.8864 | 158.8864 | 160.3864 | 158.8864 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119067 | -145849 | -230793 | -121295 | 686129 | -577964 |
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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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