Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1169238.4986 | 1023172.2727 | 146066.2258 | -415739228.8706 | -311802073.0508 | -103937155.8199 |
Total P&L (%) | 1169.2385 | 1023.1723 | 146.0662 | -415739.2289 | -311802.0731 | -103937.1558 |
Avg Daily Profit (%) | 0.4677 | 0.4093 | 0.0584 | 0 | 0 | 0 |
Buy And Hold Return (%) | 777.713 | 777.713 | 777.713 | 777.713 | 777.713 | 777.713 |
Max Trade Drawdown | -225194 | -49412 | -205391 | -424258115 | -311904894 | -114772414 |
Profit Factor | 3.3337 | 6.6452 | 1.4568 | 0.1491 | 0.0716 | 0.3194 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 61 | 29 | 32 | 33 | 17 | 16 |
Losing Trades | 31 | 17 | 14 | 59 | 29 | 30 |
Profitability (%) | 66.3043 | 63.0435 | 69.5652 | 35.8696 | 36.9565 | 34.7826 |
Ratio Avg Win / Avg Loss | 1.6942 | 3.8955 | 0.6373 | 0.2665 | 0.1221 | 0.5989 |
Largest Winning Trade | 437739 | 437739 | 52251 | 16407769 | 10272079 | 16407769 |
Largest Losing Trade | -205391 | -39206 | -205391 | -145583004 | -145583004 | -48272721 |
Avg Bars in Trades | 106 | 114 | 97 | 106 | 114 | 97 |
Avg Bars in Winners | 113 | 110 | 115 | 106 | 124 | 87 |
Avg Bars in Losers | 91 | 119 | 56 | 105 | 107 | 103 |
Bars Traded | 9752 | 5250 | 4502 | 9752 | 5250 | 4502 |
Profit Streak | 0 | 151.1257 | 0 | 10.8757 | 0 | 14.3757 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328939 | -46114 | -278697 | -585383 | -585776 | -586029 |
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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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