Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 790682.7796 | 666565.289 | 124117.4906 | -195016742.3175 | 19377531.4161 | -214394273.7336 |
Total P&L (%) | 790.6828 | 666.5653 | 124.1175 | -195016.7423 | 19377.5314 | -214394.2737 |
Avg Daily Profit (%) | 0.3162 | 0.2666 | 0.0496 | 0 | 0.2111 | 0 |
Buy And Hold Return (%) | 766.1655 | 766.1655 | 766.1655 | 766.1655 | 766.1655 | 766.1655 |
Max Trade Drawdown | -196370 | -43437 | -193884 | -295236068 | -65910544 | -236861267 |
Profit Factor | 3.1338 | 7.3506 | 1.4673 | 0.4086 | 1.2381 | 0.1367 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 53 | 26 | 27 | 49 | 25 | 24 |
Losing Trades | 20 | 10 | 10 | 24 | 11 | 13 |
Profitability (%) | 72.6027 | 72.2222 | 72.973 | 67.1233 | 69.4444 | 64.8649 |
Ratio Avg Win / Avg Loss | 1.1826 | 2.8271 | 0.5435 | 0.2001 | 0.5447 | 0.074 |
Largest Winning Trade | 116133 | 116133 | 38698 | 53903882 | 53903882 | 11263582 |
Largest Losing Trade | -191736 | -43437 | -191736 | -192348555 | -56125444 | -192348555 |
Avg Bars in Trades | 66 | 68 | 64 | 66 | 68 | 64 |
Avg Bars in Winners | 65 | 66 | 65 | 62 | 61 | 64 |
Avg Bars in Losers | 67 | 73 | 60 | 73 | 84 | 63 |
Bars Traded | 4835 | 2461 | 2375 | 4835 | 2461 | 2375 |
Profit Streak | 227.8805 | 227.8805 | 235.8805 | 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 | -213579 | -144790 | -288623 | -654558 | 312814 | -578845 |
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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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