Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 18760.0267 | 353723.5273 | -334963.5006 | 44532305.2218 | 23628204.3289 | 20904100.8928 |
Total P&L (%) | 18.76 | 353.7235 | -334.9635 | 44532.3052 | 23628.2043 | 20904.1009 |
Avg Daily Profit (%) | 0.0075 | 0.1415 | -0.134 | 0.2443 | 0.219 | 0.2141 |
Buy And Hold Return (%) | 218.6045 | 218.6045 | 218.6045 | 218.6045 | 218.6045 | 218.6045 |
Max Trade Drawdown | -458789 | -75514 | -523019 | -24229087 | -9156701 | -26922219 |
Profit Factor | 1.0178 | 2.6405 | 0.6011 | 1.6688 | 2.2749 | 1.4351 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 77 | 38 | 39 | 67 | 38 | 29 |
Losing Trades | 52 | 27 | 25 | 62 | 27 | 35 |
Profitability (%) | 59.6899 | 58.4615 | 60.9375 | 51.938 | 58.4615 | 45.3125 |
Ratio Avg Win / Avg Loss | 0.6873 | 1.8761 | 0.3853 | 1.5443 | 1.6164 | 1.732 |
Largest Winning Trade | 65447 | 65447 | 55292 | 38893734 | 9678480 | 38893734 |
Largest Losing Trade | -382573 | -26965 | -382573 | -24229087 | -4961035 | -24229087 |
Avg Bars in Trades | 37 | 32 | 41 | 37 | 32 | 41 |
Avg Bars in Winners | 35 | 29 | 40 | 37 | 39 | 35 |
Avg Bars in Losers | 40 | 38 | 43 | 37 | 24 | 47 |
Bars Traded | 4816 | 2133 | 2683 | 4816 | 2133 | 2683 |
Profit Streak | 54.4375 | 242.4375 | 0 | 54.4375 | 242.4375 | 0 |
Trades During Streak | 1 | 8 | 0 | 1 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -549057 | -137665 | -718540 | 458401 | -116581 | -131102 |
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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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