Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772129.5853 | 639329.4281 | 132800.1572 | -121959636.4246 | 91503906.6238 | -213463543.0485 |
Total P&L (%) | 772.1296 | 639.3294 | 132.8002 | -121959.6364 | 91503.9066 | -213463.543 |
Avg Daily Profit (%) | 0.3087 | 0.2556 | 0.0531 | 0 | 0.2731 | 0 |
Buy And Hold Return (%) | 852.7943 | 852.7943 | 852.7943 | 852.7943 | 852.7943 | 852.7943 |
Max Trade Drawdown | -173880 | -34884 | -173880 | -266804298 | -8270847 | -258533450 |
Profit Factor | 3.7127 | 11.8496 | 1.5884 | 0.5583 | 7.0812 | 0.1824 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 47 | 23 | 24 | 44 | 21 | 23 |
Losing Trades | 14 | 8 | 6 | 17 | 10 | 7 |
Profitability (%) | 77.0492 | 74.1935 | 80 | 72.1311 | 67.7419 | 76.6667 |
Ratio Avg Win / Avg Loss | 1.1059 | 4.1216 | 0.3971 | 0.2157 | 3.372 | 0.0555 |
Largest Winning Trade | 132435 | 132435 | 51150 | 51516686 | 51516686 | 10391181 |
Largest Losing Trade | -173880 | -24434 | -173880 | -252030005 | -4350560 | -252030005 |
Avg Bars in Trades | 76 | 78 | 73 | 76 | 78 | 73 |
Avg Bars in Winners | 61 | 71 | 53 | 60 | 67 | 55 |
Avg Bars in Losers | 123 | 100 | 154 | 115 | 102 | 133 |
Bars Traded | 4639 | 2437 | 2202 | 4639 | 2437 | 2202 |
Profit Streak | 175.5413 | 526.5413 | 175.5413 | 0 | 0 | 0 |
Trades During Streak | 3 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -312208 | -144270 | -283181 | -743908 | 700216 | -577368 |
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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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