Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1099774.5125 | 930502.44 | 169272.0725 | 32990912.5276 | -7287886.5138 | 40278799.0413 |
Total P&L (%) | 1099.7745 | 930.5024 | 169.2721 | 32990.9125 | -7287.8865 | 40278.799 |
Avg Daily Profit (%) | 0.5279 | 0.4466 | 0.0813 | 0.2789 | 0 | 0.2885 |
Buy And Hold Return (%) | 979.0274 | 979.0274 | 979.0274 | 979.0274 | 979.0274 | 979.0274 |
Max Trade Drawdown | -157433 | -157935 | -17754 | -136607409 | -138034251 | -15968886 |
Profit Factor | 2.4067 | 2.3103 | 3.3616 | 1.0708 | 0.9829 | 2.0211 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 138 | 61 | 77 | 138 | 61 | 77 |
Losing Trades | 53 | 34 | 19 | 53 | 34 | 19 |
Profitability (%) | 72.2513 | 64.2105 | 80.2083 | 72.2513 | 64.2105 | 80.2083 |
Ratio Avg Win / Avg Loss | 0.9243 | 1.2877 | 0.8295 | 0.4112 | 0.5479 | 0.4987 |
Largest Winning Trade | 196625 | 196625 | 12494 | 50484251 | 50484251 | 11269075 |
Largest Losing Trade | -59054 | -59054 | -14742 | -75091106 | -75091106 | -15968886 |
Avg Bars in Trades | 128 | 255 | 3 | 128 | 255 | 3 |
Avg Bars in Winners | 55 | 121 | 2 | 55 | 121 | 2 |
Avg Bars in Losers | 319 | 494 | 5 | 319 | 494 | 5 |
Bars Traded | 24558 | 24260 | 298 | 24558 | 24260 | 298 |
Profit Streak | 27.0502 | 0 | 166.1336 | 27.0502 | 0 | 166.1336 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110334 | -150524 | -241049 | -131184 | -578958 | 554620 |
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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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