Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1221818.3321 | 953949.9716 | 267868.3605 | 234420805.9947 | 299041339.7661 | -64620533.7715 |
Total P&L (%) | 1221.8183 | 953.95 | 267.8684 | 234420.806 | 299041.3398 | -64620.5338 |
Avg Daily Profit (%) | 0.4886 | 0.3815 | 0.1071 | 0.3108 | 0.3206 | 0 |
Buy And Hold Return (%) | 747.3971 | 747.3971 | 747.3971 | 747.3971 | 747.3971 | 747.3971 |
Max Trade Drawdown | -97728 | -61496 | -54635 | -248396991 | -117832294 | -135126266 |
Profit Factor | 5.1216 | 6.869 | 3.0005 | 1.8147 | 3.018 | 0.537 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 67.1642 | 63.6364 | 70.5882 | 67.1642 | 63.6364 | 70.5882 |
Ratio Avg Win / Avg Loss | 2.5039 | 3.9251 | 1.2502 | 0.8872 | 1.7246 | 0.2237 |
Largest Winning Trade | 313897 | 313897 | 46550 | 281215590 | 281215590 | 11650528 |
Largest Losing Trade | -39608 | -39608 | -39239 | -71073714 | -71073714 | -55611619 |
Avg Bars in Trades | 69 | 78 | 61 | 69 | 78 | 61 |
Avg Bars in Winners | 76 | 80 | 72 | 76 | 80 | 72 |
Avg Bars in Losers | 57 | 73 | 37 | 57 | 73 | 37 |
Bars Traded | 4681 | 2575 | 2106 | 4681 | 2575 | 2106 |
Profit Streak | 154.6856 | 159.1856 | 154.6856 | 154.6856 | 159.1856 | 154.6856 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108327 | -58972 | -207513 | -107742 | 631480 | -577162 |
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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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