Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547193.472 | 517552.5952 | 29640.8768 | -76405867.8394 | 5545078.4879 | -81950946.3272 |
Total P&L (%) | 547.1935 | 517.5526 | 29.6409 | -76405.8678 | 5545.0785 | -81950.9463 |
Avg Daily Profit (%) | 0.2188 | 0.207 | 0.0119 | 0 | 0.1614 | 0 |
Buy And Hold Return (%) | 846.6481 | 846.6481 | 846.6481 | 846.6481 | 846.6481 | 846.6481 |
Max Trade Drawdown | -244604 | -70535 | -244604 | -111784049 | -16605008 | -97040914 |
Profit Factor | 2.343 | 7.4419 | 1.0906 | 0.3557 | 1.2715 | 0.1652 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 77 | 39 | 38 | 70 | 36 | 34 |
Losing Trades | 10 | 5 | 5 | 17 | 8 | 9 |
Profitability (%) | 88.5057 | 88.6364 | 88.3721 | 80.4598 | 81.8182 | 79.0698 |
Ratio Avg Win / Avg Loss | 0.3043 | 0.9541 | 0.1435 | 0.0864 | 0.2826 | 0.0437 |
Largest Winning Trade | 111146 | 111146 | 38717 | 7393544 | 7393544 | 4062599 |
Largest Losing Trade | -244604 | -49462 | -244604 | -86781358 | -8376911 | -86781358 |
Avg Bars in Trades | 53 | 53 | 53 | 53 | 53 | 53 |
Avg Bars in Winners | 33 | 31 | 36 | 39 | 38 | 40 |
Avg Bars in Losers | 202 | 224 | 179 | 109 | 119 | 101 |
Bars Traded | 4628 | 2342 | 2286 | 4628 | 2342 | 2286 |
Profit Streak | 77.595 | 77.595 | 189.595 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149704 | -146585 | -459150 | -576334 | 351892 | -576958 |
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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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