Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 919412.988 | 761867.2183 | 157545.7697 | -29010690.3108 | 97137915.2853 | -126148605.5961 |
Total P&L (%) | 919.413 | 761.8672 | 157.5458 | -29010.6903 | 97137.9153 | -126148.6056 |
Avg Daily Profit (%) | 0.3677 | 0.3047 | 0.063 | 0 | 0.2755 | 0 |
Buy And Hold Return (%) | 856.4114 | 856.4114 | 856.4114 | 856.4114 | 856.4114 | 856.4114 |
Max Trade Drawdown | -174926 | -78463 | -134130 | -144564455 | -10597951 | -145244265 |
Profit Factor | 2.9849 | 5.5586 | 1.5321 | 0.8303 | 7.157 | 0.1871 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 63 | 32 | 31 | 61 | 32 | 29 |
Losing Trades | 29 | 14 | 15 | 31 | 14 | 17 |
Profitability (%) | 68.4783 | 69.5652 | 67.3913 | 66.3043 | 69.5652 | 63.0435 |
Ratio Avg Win / Avg Loss | 1.374 | 2.4319 | 0.7413 | 0.422 | 3.1312 | 0.1097 |
Largest Winning Trade | 174358 | 174358 | 51443 | 73499565 | 73499565 | 5056564 |
Largest Losing Trade | -121491 | -47875 | -121491 | -140509317 | -9257669 | -140509317 |
Avg Bars in Trades | 78 | 82 | 74 | 78 | 82 | 74 |
Avg Bars in Winners | 79 | 80 | 78 | 76 | 79 | 72 |
Avg Bars in Losers | 76 | 86 | 67 | 83 | 90 | 78 |
Bars Traded | 7235 | 3793 | 3442 | 7235 | 3793 | 3442 |
Profit Streak | 150.6836 | 156.3503 | 150.6836 | 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 | -124529 | -145066 | -271444 | -578141 | 713570 | -579013 |
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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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