Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863854.7491 | 699993.7465 | 163861.0026 | -56370113.5012 | 23707089.2121 | -80077202.7133 |
Total P&L (%) | 863.8547 | 699.9937 | 163.861 | -56370.1135 | 23707.0892 | -80077.2027 |
Avg Daily Profit (%) | 0.3455 | 0.28 | 0.0655 | 0 | 0.2191 | 0 |
Buy And Hold Return (%) | 802.6076 | 802.6076 | 802.6076 | 802.6076 | 802.6076 | 802.6076 |
Max Trade Drawdown | -133376 | -64539 | -143916 | -110156735 | -20836808 | -92115047 |
Profit Factor | 3.3999 | 6.5792 | 1.6988 | 0.5481 | 1.8233 | 0.1654 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 50 | 24 | 26 | 44 | 21 | 23 |
Losing Trades | 21 | 11 | 10 | 27 | 14 | 13 |
Profitability (%) | 70.4225 | 68.5714 | 72.2222 | 61.9718 | 60 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.4279 | 3.0155 | 0.6534 | 0.3363 | 1.2156 | 0.0935 |
Largest Winning Trade | 149969 | 149969 | 41739 | 32329342 | 32329342 | 3309082 |
Largest Losing Trade | -133376 | -42360 | -133376 | -71871926 | -18176001 | -71871926 |
Avg Bars in Trades | 136 | 145 | 127 | 136 | 145 | 127 |
Avg Bars in Winners | 135 | 136 | 134 | 133 | 133 | 133 |
Avg Bars in Losers | 138 | 165 | 110 | 141 | 164 | 116 |
Bars Traded | 9690 | 5101 | 4589 | 9690 | 5101 | 4589 |
Profit Streak | 242.8501 | 346.6001 | 242.8501 | 0 | 0 | 0 |
Trades During Streak | 6 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -214293 | -144767 | -266526 | -670225 | 426094 | -578979 |
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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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