Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 889430.337 | 741394.8908 | 148035.4462 | 7059543.778 | 63729810.6091 | -56670266.8312 |
Total P&L (%) | 889.4303 | 741.3949 | 148.0354 | 7059.5438 | 63729.8106 | -56670.2668 |
Avg Daily Profit (%) | 0.3558 | 0.2966 | 0.0592 | 0.171 | 0.2587 | 0 |
Buy And Hold Return (%) | 891.9026 | 891.9026 | 891.9026 | 891.9026 | 891.9026 | 891.9026 |
Max Trade Drawdown | -102334 | -51170 | -115651 | -62687897 | -1676194 | -71350148 |
Profit Factor | 3.4209 | 8.2348 | 1.5588 | 1.0906 | 20.7706 | 0.2415 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 18 | 8 | 10 | 18 | 8 | 10 |
Profitability (%) | 73.5294 | 76.4706 | 70.5882 | 73.5294 | 76.4706 | 70.5882 |
Ratio Avg Win / Avg Loss | 1.2315 | 2.5338 | 0.6495 | 0.3926 | 6.391 | 0.1006 |
Largest Winning Trade | 159763 | 159763 | 63291 | 35038782 | 35038782 | 4519707 |
Largest Losing Trade | -90355 | -42762 | -90355 | -62154327 | -1375929 | -62154327 |
Avg Bars in Trades | 67 | 78 | 56 | 67 | 78 | 56 |
Avg Bars in Winners | 68 | 64 | 73 | 68 | 64 | 73 |
Avg Bars in Losers | 64 | 125 | 16 | 64 | 125 | 16 |
Bars Traded | 4588 | 2673 | 1915 | 4588 | 2673 | 1915 |
Profit Streak | 55.7058 | 93.2058 | 0 | 55.7058 | 93.2058 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -260865 | -143612 | -276981 | -224654 | 786282 | -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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