Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 946262.523 | 760958.2146 | 185304.3083 | -2652676.4795 | 60921424.7242 | -63574101.2037 |
Total P&L (%) | 946.2625 | 760.9582 | 185.3043 | -2652.6765 | 60921.4247 | -63574.1012 |
Avg Daily Profit (%) | 0.3785 | 0.3044 | 0.0741 | 0 | 0.2569 | 0 |
Buy And Hold Return (%) | 726.5155 | 726.5155 | 726.5155 | 726.5155 | 726.5155 | 726.5155 |
Max Trade Drawdown | -101682 | -57048 | -112730 | -70068937 | -6721179 | -77158658 |
Profit Factor | 3.8215 | 7.5415 | 1.846 | 0.9746 | 4.9112 | 0.2835 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 47 | 22 | 25 | 41 | 19 | 22 |
Losing Trades | 20 | 11 | 9 | 26 | 14 | 12 |
Profitability (%) | 70.1493 | 66.6667 | 73.5294 | 61.194 | 57.5758 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.6262 | 3.7708 | 0.6645 | 0.618 | 3.6188 | 0.1546 |
Largest Winning Trade | 189270 | 189270 | 48437 | 44176079 | 44176079 | 3926738 |
Largest Losing Trade | -101682 | -35561 | -101682 | -68652360 | -3986832 | -68652360 |
Avg Bars in Trades | 144 | 156 | 133 | 144 | 156 | 133 |
Avg Bars in Winners | 146 | 152 | 141 | 145 | 150 | 141 |
Avg Bars in Losers | 140 | 165 | 110 | 143 | 165 | 117 |
Bars Traded | 9695 | 5168 | 4527 | 9695 | 5168 | 4527 |
Profit Streak | 232.1913 | 338.1913 | 232.1913 | 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 | -172143 | -130070 | -254641 | -700326 | 619596 | -578888 |
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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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