Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132739.5278 | 220581.6084 | -87842.0806 | 25552425.4203 | -8507779.9595 | 34060205.3798 |
Total P&L (%) | 132.7395 | 220.5816 | -87.8421 | 25552.4254 | -8507.78 | 34060.2054 |
Avg Daily Profit (%) | 0.0609 | 0.1012 | -0.0403 | 0.2549 | 0 | 0.2681 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -422393 | -58565 | -472920 | -29135670 | -30788926 | -11440268 |
Profit Factor | 1.1553 | 1.9926 | 0.8611 | 1.346 | 0.8335 | 2.4974 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 60 | 28 | 32 | 58 | 27 | 31 |
Losing Trades | 25 | 15 | 10 | 27 | 16 | 11 |
Profitability (%) | 70.5882 | 65.1163 | 76.1905 | 68.2353 | 62.7907 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.4814 | 1.0674 | 0.2691 | 0.6266 | 0.4939 | 0.8862 |
Largest Winning Trade | 68300 | 68300 | 44447 | 8690435 | 8690435 | 6848303 |
Largest Losing Trade | -317251 | -50470 | -317251 | -26139694 | -26139694 | -11440268 |
Avg Bars in Trades | 75 | 47 | 103 | 75 | 47 | 103 |
Avg Bars in Winners | 67 | 41 | 89 | 72 | 44 | 97 |
Avg Bars in Losers | 93 | 58 | 145 | 80 | 53 | 118 |
Bars Traded | 6387 | 2052 | 4335 | 6387 | 2052 | 4335 |
Profit Streak | 0 | 0 | 55.8068 | 0 | 0 | 55.8068 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159748 | -53126 | -576357 | 362681 | -579069 | 529701 |
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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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