Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -211761.1637 | 131831.8484 | -343593.0121 | 46426367.9605 | 3766853.649 | 42659514.3115 |
Total P&L (%) | -211.7612 | 131.8318 | -343.593 | 46426.368 | 3766.8536 | 42659.5143 |
Avg Daily Profit (%) | -0.0974 | 0.0606 | -0.158 | 0.2828 | 0.1682 | 0.2789 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -671074 | -52116 | -685224 | -18888637 | -16802786 | -14950507 |
Profit Factor | 0.8243 | 1.5709 | 0.6473 | 1.5065 | 1.0803 | 1.9532 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 206 | 101 | 105 | 190 | 94 | 96 |
Losing Trades | 35 | 20 | 15 | 51 | 27 | 24 |
Profitability (%) | 85.4772 | 83.4711 | 87.5 | 78.8382 | 77.686 | 80 |
Ratio Avg Win / Avg Loss | 0.14 | 0.3111 | 0.0925 | 0.4044 | 0.3103 | 0.4883 |
Largest Winning Trade | 40705 | 20279 | 40705 | 7166931 | 2402113 | 7166931 |
Largest Losing Trade | -521605 | -32506 | -521605 | -14950507 | -13045472 | -14950507 |
Avg Bars in Trades | 52 | 23 | 82 | 52 | 23 | 82 |
Avg Bars in Winners | 28 | 12 | 45 | 32 | 12 | 51 |
Avg Bars in Losers | 193 | 83 | 339 | 129 | 63 | 204 |
Bars Traded | 12736 | 2887 | 9849 | 12736 | 2887 | 9849 |
Profit Streak | 0 | 0 | 192.6092 | 0 | 0 | 192.6092 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575095 | -107362 | -574652 | 483279 | -122174 | 541460 |
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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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