Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 854280.3944 | 759173.3962 | 95106.9982 | -115368594.2102 | 38129984.3758 | -153498578.5861 |
Total P&L (%) | 854.2804 | 759.1734 | 95.107 | -115368.5942 | 38129.9844 | -153498.5786 |
Avg Daily Profit (%) | 0.3417 | 0.3036 | 0.038 | 0 | 0.2381 | 0 |
Buy And Hold Return (%) | 723.1901 | 723.1901 | 723.1901 | 723.1901 | 723.1901 | 723.1901 |
Max Trade Drawdown | -192058 | -39453 | -214587 | -188434920 | -45604815 | -181879484 |
Profit Factor | 2.6593 | 5.1585 | 1.2862 | 0.6082 | 1.4539 | 0.2707 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 48 | 23 | 25 | 47 | 23 | 24 |
Losing Trades | 36 | 19 | 17 | 37 | 19 | 18 |
Profitability (%) | 57.1429 | 54.7619 | 59.5238 | 55.9524 | 54.7619 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.9945 | 4.2613 | 0.8746 | 0.4788 | 1.2011 | 0.203 |
Largest Winning Trade | 144929 | 144929 | 55088 | 34881186 | 34881186 | 9128621 |
Largest Losing Trade | -189914 | -22366 | -189914 | -138953729 | -40910915 | -138953729 |
Avg Bars in Trades | 84 | 80 | 88 | 84 | 80 | 88 |
Avg Bars in Winners | 97 | 87 | 106 | 92 | 84 | 100 |
Avg Bars in Losers | 68 | 73 | 63 | 74 | 76 | 73 |
Bars Traded | 7120 | 3388 | 3732 | 7120 | 3388 | 3732 |
Profit Streak | 150.5158 | 159.1825 | 150.5158 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92560 | -131837 | -307681 | -579781 | 361747 | -579808 |
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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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