Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1059032.3685 | 839722.8511 | 219309.5174 | -15166804.7448 | 180484364.8206 | -195651169.5654 |
Total P&L (%) | 1059.0324 | 839.7229 | 219.3095 | -15166.8047 | 180484.3648 | -195651.1696 |
Avg Daily Profit (%) | 0.4234 | 0.3358 | 0.0877 | 0 | 0.3003 | 0 |
Buy And Hold Return (%) | 775.144 | 775.144 | 775.144 | 775.144 | 775.144 | 775.144 |
Max Trade Drawdown | -115583 | -63771 | -113599 | -234621463 | -12627269 | -240219818 |
Profit Factor | 4.1579 | 6.4772 | 2.2047 | 0.9459 | 6.8969 | 0.2158 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 51 | 24 | 27 | 47 | 23 | 24 |
Losing Trades | 26 | 14 | 12 | 30 | 15 | 15 |
Profitability (%) | 66.2338 | 63.1579 | 69.2308 | 61.039 | 60.5263 | 61.5385 |
Ratio Avg Win / Avg Loss | 2.1197 | 3.7784 | 0.9799 | 0.6037 | 4.498 | 0.1349 |
Largest Winning Trade | 188295 | 188295 | 60370 | 143398427 | 143398427 | 11204489 |
Largest Losing Trade | -104130 | -41505 | -104130 | -228622322 | -6443517 | -228622322 |
Avg Bars in Trades | 62 | 68 | 57 | 62 | 68 | 57 |
Avg Bars in Winners | 66 | 70 | 63 | 63 | 64 | 62 |
Avg Bars in Losers | 55 | 65 | 44 | 61 | 75 | 48 |
Bars Traded | 4845 | 2612 | 2232 | 4845 | 2612 | 2232 |
Profit Streak | 230.0847 | 230.0847 | 241.5847 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77203 | -119440 | -236380 | -625346 | 676824 | -579261 |
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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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