Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247503.2404 | 822531.5232 | -575028.2828 | 915235.9258 | 71252017.0096 | -70336781.0838 |
Total P&L (%) | 247.5032 | 822.5315 | -575.0283 | 915.2359 | 71252.017 | -70336.7811 |
Avg Daily Profit (%) | 0.1211 | 0.4026 | -0.2814 | 0.1135 | 0.3221 | 0 |
Buy And Hold Return (%) | 2766.3934 | 2766.3934 | 2766.3934 | 2766.3934 | 2766.3934 | 2766.3934 |
Max Trade Drawdown | -293484 | -87104 | -661274 | -101926587 | -17601638 | -141314728 |
Profit Factor | 1.1843 | 4.6256 | 0.4849 | 1.0043 | 3.2742 | 0.6156 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 43 | 22 | 21 | 35 | 18 | 17 |
Losing Trades | 26 | 13 | 13 | 34 | 17 | 17 |
Profitability (%) | 62.3188 | 62.8571 | 61.7647 | 50.7246 | 51.4286 | 50 |
Ratio Avg Win / Avg Loss | 0.7161 | 2.7333 | 0.3001 | 0.9756 | 3.0923 | 0.6156 |
Largest Winning Trade | 289745 | 289745 | 67689 | 89208723 | 38280978 | 89208723 |
Largest Losing Trade | -293484 | -49333 | -293484 | -61509595 | -12654211 | -61509595 |
Avg Bars in Trades | 111 | 98 | 124 | 111 | 98 | 124 |
Avg Bars in Winners | 98 | 89 | 108 | 121 | 135 | 106 |
Avg Bars in Losers | 132 | 114 | 150 | 101 | 60 | 142 |
Bars Traded | 7693 | 3464 | 4229 | 7693 | 3464 | 4229 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -320969 | -146831 | -579270 | -530240 | 558571 | -580795 |
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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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