Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -331375.6302 | 96486.5273 | -427862.1575 | 75139423.8461 | 20936726.1616 | 54202697.6845 |
Total P&L (%) | -331.3756 | 96.4865 | -427.8622 | 75139.4238 | 20936.7262 | 54202.6977 |
Avg Daily Profit (%) | -0.2056 | 0.0599 | -0.2654 | 0.4117 | 0.3324 | 0.3914 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -646512 | -19695 | -670049 | -13011966 | -535426 | -12476540 |
Profit Factor | 0.6677 | 3.3499 | 0.5526 | 3.9037 | 19.5022 | 3.1904 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 74 | 36 | 38 | 48 | 25 | 23 |
Losing Trades | 18 | 10 | 8 | 44 | 21 | 23 |
Profitability (%) | 80.4348 | 78.2609 | 82.6087 | 52.1739 | 54.3478 | 50 |
Ratio Avg Win / Avg Loss | 0.1624 | 0.9305 | 0.1163 | 3.5784 | 16.3818 | 3.1904 |
Largest Winning Trade | 48481 | 15807 | 48481 | 16699848 | 7010924 | 16699848 |
Largest Losing Trade | -581737 | -11224 | -581737 | -12476540 | -535426 | -12476540 |
Avg Bars in Trades | 68 | 3 | 132 | 68 | 3 | 132 |
Avg Bars in Winners | 41 | 2 | 77 | 60 | 3 | 122 |
Avg Bars in Losers | 179 | 7 | 393 | 76 | 4 | 143 |
Bars Traded | 6280 | 175 | 6104 | 6280 | 175 | 6104 |
Profit Streak | 16.3574 | 0 | 17.1074 | 16.3574 | 0 | 17.1074 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575748 | -105357 | -575991 | 645866 | 670044 | 590935 |
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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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