Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 974162.1135 | 811965.9204 | 162196.193 | -73796005.2072 | 34632844.1416 | -108428849.3488 |
Total P&L (%) | 974.1621 | 811.9659 | 162.1962 | -73796.0052 | 34632.8441 | -108428.8493 |
Avg Daily Profit (%) | 0.3895 | 0.3247 | 0.0649 | 0 | 0.2342 | 0 |
Buy And Hold Return (%) | 905.0319 | 905.0319 | 905.0319 | 905.0319 | 905.0319 | 905.0319 |
Max Trade Drawdown | -141414 | -78085 | -144379 | -145385932 | -25391792 | -123156545 |
Profit Factor | 3.7534 | 6.9403 | 1.7471 | 0.548 | 2.0714 | 0.172 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 45 | 21 | 24 | 41 | 20 | 21 |
Losing Trades | 18 | 10 | 8 | 22 | 11 | 11 |
Profitability (%) | 71.4286 | 67.7419 | 75 | 65.0794 | 64.5161 | 65.625 |
Ratio Avg Win / Avg Loss | 1.5014 | 3.3049 | 0.5824 | 0.2941 | 1.1393 | 0.0901 |
Largest Winning Trade | 210522 | 210522 | 52190 | 39275816 | 39275816 | 4095622 |
Largest Losing Trade | -138341 | -45554 | -138341 | -99176798 | -23286661 | -99176798 |
Avg Bars in Trades | 74 | 96 | 54 | 74 | 96 | 54 |
Avg Bars in Winners | 71 | 85 | 58 | 68 | 77 | 59 |
Avg Bars in Losers | 84 | 118 | 40 | 86 | 130 | 43 |
Bars Traded | 4717 | 2986 | 1731 | 4717 | 2986 | 1731 |
Profit Streak | 211.0029 | 211.0029 | 212.0029 | 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 | -272288 | -144910 | -267011 | -729823 | 467954 | -578784 |
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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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