Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -479943.2031 | 114192.2539 | -594135.457 | 72764548.3441 | 18804770.3126 | 53959778.0315 |
Total P&L (%) | -479.9432 | 114.1923 | -594.1355 | 72764.5483 | 18804.7703 | 53959.778 |
Avg Daily Profit (%) | -0.3008 | 0.0716 | -0.3723 | 0.4139 | 0.3291 | 0.3951 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -743695 | -102297 | -674686 | -9100202 | -11253654 | -2512343 |
Profit Factor | 0.6002 | 1.5938 | 0.4106 | 4.8806 | 2.2109 | 17.7519 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 50 | 22 | 28 | 28 | 15 | 13 |
Losing Trades | 13 | 9 | 4 | 35 | 16 | 19 |
Profitability (%) | 79.3651 | 70.9677 | 87.5 | 44.4444 | 48.3871 | 40.625 |
Ratio Avg Win / Avg Loss | 0.156 | 0.652 | 0.0587 | 6.1008 | 2.3583 | 25.9451 |
Largest Winning Trade | 64798 | 64798 | 44813 | 15552080 | 10989245 | 15552080 |
Largest Losing Trade | -674686 | -48553 | -674686 | -9041695 | -9041695 | -641008 |
Avg Bars in Trades | 71 | 87 | 56 | 71 | 87 | 56 |
Avg Bars in Winners | 29 | 29 | 28 | 88 | 95 | 79 |
Avg Bars in Losers | 235 | 228 | 251 | 58 | 79 | 40 |
Bars Traded | 4515 | 2707 | 1808 | 4515 | 2707 | 1808 |
Profit Streak | 64.4028 | 137.7361 | 64.4028 | 64.4028 | 137.7361 | 64.4028 |
Trades During Streak | 6 | 8 | 3 | 6 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -726420 | -92985 | -574806 | -134313 | 510922 | 573902 |
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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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