Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001347.2974 | 797025.6762 | 204321.6212 | -364027464.3352 | 51322262.8421 | -415349727.1772 |
Total P&L (%) | 1001.3473 | 797.0257 | 204.3216 | -364027.4643 | 51322.2628 | -415349.7272 |
Avg Daily Profit (%) | 0.4005 | 0.3188 | 0.0817 | 0 | 0.25 | 0 |
Buy And Hold Return (%) | 788.3265 | 788.3265 | 788.3265 | 788.3265 | 788.3265 | 788.3265 |
Max Trade Drawdown | -159131 | -51981 | -156919 | -583659967 | -130008432 | -456417673 |
Profit Factor | 4.0647 | 9.6099 | 1.8725 | 0.4192 | 1.3411 | 0.128 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 50 | 23 | 27 | 46 | 22 | 24 |
Losing Trades | 17 | 10 | 7 | 21 | 11 | 10 |
Profitability (%) | 74.6269 | 69.697 | 79.4118 | 68.6567 | 66.6667 | 70.5882 |
Ratio Avg Win / Avg Loss | 1.382 | 4.1782 | 0.4855 | 0.1914 | 0.6705 | 0.0533 |
Largest Winning Trade | 147831 | 147831 | 59496 | 131070340 | 131070340 | 17209863 |
Largest Losing Trade | -156919 | -43428 | -156919 | -344803781 | -112497749 | -344803781 |
Avg Bars in Trades | 108 | 113 | 103 | 108 | 113 | 103 |
Avg Bars in Winners | 102 | 107 | 98 | 97 | 98 | 96 |
Avg Bars in Losers | 124 | 127 | 121 | 131 | 143 | 118 |
Bars Traded | 7262 | 3755 | 3507 | 7262 | 3755 | 3507 |
Profit Streak | 232.1877 | 232.1877 | 238.1877 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -182364 | -141262 | -243700 | -699359 | 333674 | -578126 |
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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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