Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1228363.4804 | 1346674.7474 | -118311.267 | 2285409.5796 | 28630431.7829 | -26345022.2033 |
Total P&L (%) | 1228.3635 | 1346.6747 | -118.3113 | 2285.4096 | 28630.4318 | -26345.0222 |
Avg Daily Profit (%) | 0.672 | 0.7367 | -0.0647 | 0.1737 | 0.3101 | 0 |
Buy And Hold Return (%) | 7838.706 | 7838.706 | 7838.706 | 7838.706 | 7838.706 | 7838.706 |
Max Trade Drawdown | -235758 | -168683 | -158617 | -70963129 | -40090375 | -34846866 |
Profit Factor | 2.7258 | 4.5363 | 0.6425 | 1.0232 | 1.5138 | 0.385 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 54.023 | 58.1395 | 50 | 54.023 | 58.1395 | 50 |
Ratio Avg Win / Avg Loss | 2.3198 | 3.2662 | 0.6425 | 0.8708 | 1.0899 | 0.385 |
Largest Winning Trade | 424869 | 424869 | 22342 | 27565167 | 27565167 | 5994647 |
Largest Losing Trade | -80913 | -80913 | -36851 | -14201877 | -13699328 | -14201877 |
Avg Bars in Trades | 232 | 432 | 36 | 232 | 432 | 36 |
Avg Bars in Winners | 159 | 266 | 37 | 159 | 266 | 37 |
Avg Bars in Losers | 318 | 664 | 34 | 318 | 664 | 34 |
Bars Traded | 20200 | 18613 | 1587 | 20200 | 18613 | 1587 |
Profit Streak | 311.3447 | 416.0947 | 311.3447 | 311.3447 | 416.0947 | 311.3447 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146784 | -143215 | -580131 | -352932 | 371549 | -580131 |
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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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