Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -455204.099 | 217396.1354 | -672600.2344 | 74639210.5908 | 25152115.8794 | 49487094.7114 |
Total P&L (%) | -455.2041 | 217.3961 | -672.6002 | 74639.2106 | 25152.1159 | 49487.0947 |
Avg Daily Profit (%) | -0.1819 | 0.0869 | -0.2687 | 0.2647 | 0.2212 | 0.2483 |
Buy And Hold Return (%) | 256.509 | 256.509 | 256.509 | 256.509 | 256.509 | 256.509 |
Max Trade Drawdown | -832460 | -77713 | -823129 | -14787410 | -11860152 | -11022830 |
Profit Factor | 0.6532 | 1.887 | 0.37 | 2.821 | 2.0735 | 3.8186 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 94 | 41 | 53 | 88 | 48 | 40 |
Losing Trades | 79 | 45 | 34 | 85 | 38 | 47 |
Profitability (%) | 54.3353 | 47.6744 | 60.9195 | 50.8671 | 55.814 | 45.977 |
Ratio Avg Win / Avg Loss | 0.549 | 2.0711 | 0.2374 | 2.7249 | 1.6415 | 4.4869 |
Largest Winning Trade | 92180 | 92180 | 33885 | 39992899 | 31681304 | 39992899 |
Largest Losing Trade | -634786 | -29458 | -634786 | -5935692 | -5935692 | -3733687 |
Avg Bars in Trades | 40 | 41 | 40 | 40 | 41 | 40 |
Avg Bars in Winners | 41 | 39 | 42 | 39 | 33 | 46 |
Avg Bars in Losers | 40 | 42 | 37 | 42 | 50 | 35 |
Bars Traded | 7076 | 3531 | 3544 | 7076 | 3531 | 3544 |
Profit Streak | 97.3461 | 97.6795 | 97.3461 | 97.3461 | 97.6795 | 97.3461 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578351 | -239865 | -578846 | 574291 | 473423 | 505892 |
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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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