Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 891076.4429 | 769849.8587 | 121226.5842 | -4379589.9898 | 62777169.7902 | -67156759.78 |
Total P&L (%) | 891.0764 | 769.8499 | 121.2266 | -4379.59 | 62777.1698 | -67156.7598 |
Avg Daily Profit (%) | 0.3562 | 0.3078 | 0.0485 | 0 | 0.2579 | 0 |
Buy And Hold Return (%) | 869.3361 | 869.3361 | 869.3361 | 869.3361 | 869.3361 | 869.3361 |
Max Trade Drawdown | -203993 | -61825 | -153364 | -81953379 | -3020159 | -81953379 |
Profit Factor | 2.9147 | 5.1092 | 1.436 | 0.9534 | 9.2985 | 0.2222 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 54 | 27 | 27 | 59 | 31 | 28 |
Losing Trades | 31 | 16 | 15 | 26 | 12 | 14 |
Profitability (%) | 63.5294 | 62.7907 | 64.2857 | 69.4118 | 72.093 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.6733 | 3.0277 | 0.7978 | 0.4201 | 3.5994 | 0.1111 |
Largest Winning Trade | 169646 | 169646 | 63400 | 44011244 | 44011244 | 3492885 |
Largest Losing Trade | -108926 | -51558 | -108926 | -81953379 | -2439046 | -81953379 |
Avg Bars in Trades | 87 | 95 | 79 | 87 | 95 | 79 |
Avg Bars in Winners | 96 | 91 | 102 | 88 | 84 | 92 |
Avg Bars in Losers | 70 | 101 | 37 | 85 | 121 | 53 |
Bars Traded | 7421 | 4088 | 3332 | 7421 | 4088 | 3332 |
Profit Streak | 0 | 0 | 136.1443 | 17.811 | 65.1443 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140800 | -147234 | -291860 | -577190 | 739259 | -578574 |
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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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