Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 837048.2185 | 662613.1757 | 174435.0428 | -234269.9537 | 54102620.3211 | -54336890.2748 |
Total P&L (%) | 837.0482 | 662.6132 | 174.435 | -234.27 | 54102.6203 | -54336.8903 |
Avg Daily Profit (%) | 0.3347 | 0.2649 | 0.0697 | 0 | 0.252 | 0 |
Buy And Hold Return (%) | 698.136 | 698.136 | 698.136 | 698.136 | 698.136 | 698.136 |
Max Trade Drawdown | -100112 | -62750 | -100112 | -69023790 | -2828680 | -68981165 |
Profit Factor | 4.5846 | 8.1209 | 2.2419 | 0.9971 | 9.123 | 0.2603 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 47 | 23 | 24 | 43 | 21 | 22 |
Losing Trades | 14 | 7 | 7 | 18 | 9 | 9 |
Profitability (%) | 77.0492 | 76.6667 | 77.4194 | 70.4918 | 70 | 70.9677 |
Ratio Avg Win / Avg Loss | 1.3656 | 2.4716 | 0.6539 | 0.4174 | 3.9099 | 0.1065 |
Largest Winning Trade | 131520 | 131520 | 42476 | 37214992 | 37214992 | 5324650 |
Largest Losing Trade | -100112 | -40298 | -100112 | -68966984 | -2697645 | -68966984 |
Avg Bars in Trades | 79 | 80 | 77 | 79 | 80 | 77 |
Avg Bars in Winners | 72 | 73 | 70 | 70 | 70 | 69 |
Avg Bars in Losers | 103 | 106 | 100 | 101 | 105 | 96 |
Bars Traded | 4834 | 2427 | 2407 | 4834 | 2427 | 2407 |
Profit Streak | 207.0893 | 341.5893 | 207.0893 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -249414 | -143903 | -259609 | -744121 | 704009 | -578099 |
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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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