Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1037956.056 | 837642.8445 | 200313.2116 | -49356494.2875 | 90660807.7906 | -140017302.0782 |
Total P&L (%) | 1037.9561 | 837.6428 | 200.3132 | -49356.4943 | 90660.8078 | -140017.3021 |
Avg Daily Profit (%) | 0.4153 | 0.3351 | 0.0801 | 0 | 0.2729 | 0 |
Buy And Hold Return (%) | 795.9987 | 795.9987 | 795.9987 | 795.9987 | 795.9987 | 795.9987 |
Max Trade Drawdown | -129292 | -92301 | -133036 | -173883701 | -15825156 | -166977915 |
Profit Factor | 4.4359 | 6.4486 | 2.3502 | 0.7497 | 4.32 | 0.1757 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 48 | 23 | 25 | 44 | 22 | 22 |
Losing Trades | 17 | 9 | 8 | 21 | 10 | 11 |
Profitability (%) | 73.8462 | 71.875 | 75.7576 | 67.6923 | 68.75 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.571 | 2.5234 | 0.7521 | 0.3578 | 1.9637 | 0.0878 |
Largest Winning Trade | 168688 | 168688 | 67250 | 68701503 | 68701503 | 9618971 |
Largest Losing Trade | -117450 | -54572 | -117450 | -146374772 | -14476825 | -146374772 |
Avg Bars in Trades | 210 | 292 | 131 | 210 | 292 | 131 |
Avg Bars in Winners | 197 | 268 | 132 | 211 | 290 | 133 |
Avg Bars in Losers | 247 | 353 | 127 | 208 | 297 | 126 |
Bars Traded | 13690 | 9365 | 4325 | 13690 | 9365 | 4325 |
Profit Streak | 119.8801 | 119.8801 | 236.2134 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -185507 | -128412 | -245330 | -714484 | 660784 | -578642 |
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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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