Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558316.4474 | 509401.3297 | 48915.1177 | -56371678.1766 | 7913744.1442 | -64285422.3209 |
Total P&L (%) | 558.3164 | 509.4013 | 48.9151 | -56371.6782 | 7913.7441 | -64285.4223 |
Avg Daily Profit (%) | 0.2233 | 0.2037 | 0.0196 | 0 | 0.1755 | 0 |
Buy And Hold Return (%) | 823.1419 | 823.1419 | 823.1419 | 823.1419 | 823.1419 | 823.1419 |
Max Trade Drawdown | -226265 | -43310 | -240358 | -99693961 | -12858652 | -92923360 |
Profit Factor | 2.5021 | 9.276 | 1.1577 | 0.4943 | 1.4839 | 0.3241 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 68 | 36 | 32 | 69 | 35 | 34 |
Losing Trades | 12 | 4 | 8 | 11 | 5 | 6 |
Profitability (%) | 85 | 90 | 80 | 86.25 | 87.5 | 85 |
Ratio Avg Win / Avg Loss | 0.4415 | 1.0307 | 0.2894 | 0.0788 | 0.212 | 0.0572 |
Largest Winning Trade | 129498 | 129498 | 39492 | 6261807 | 2787770 | 6261807 |
Largest Losing Trade | -226265 | -43310 | -226265 | -92923360 | -6770600 | -92923360 |
Avg Bars in Trades | 56 | 66 | 45 | 56 | 66 | 45 |
Avg Bars in Winners | 32 | 40 | 24 | 34 | 44 | 24 |
Avg Bars in Losers | 188 | 301 | 131 | 192 | 222 | 166 |
Bars Traded | 4498 | 2664 | 1834 | 4498 | 2664 | 1834 |
Profit Streak | 0 | 0 | 0 | 135.4346 | 135.4346 | 168.9346 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174674 | -145401 | -377287 | -598821 | 453046 | -575407 |
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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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