Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -181982.6685 | 118783.2668 | -300765.9353 | 64920212.416 | 18663518.2934 | 46256694.1227 |
Total P&L (%) | -181.9827 | 118.7833 | -300.7659 | 64920.2124 | 18663.5183 | 46256.6941 |
Avg Daily Profit (%) | -0.1131 | 0.0738 | -0.187 | 0.4034 | 0.3259 | 0.3823 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -465082 | -12635 | -519040 | -23651759 | -640879 | -23165303 |
Profit Factor | 0.7788 | 3.9433 | 0.6156 | 3.0679 | 7.876 | 2.6129 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 62 | 29 | 33 | 44 | 24 | 20 |
Losing Trades | 19 | 12 | 7 | 37 | 17 | 20 |
Profitability (%) | 76.5432 | 70.7317 | 82.5 | 54.321 | 58.5366 | 50 |
Ratio Avg Win / Avg Loss | 0.2387 | 1.6317 | 0.1306 | 2.5799 | 5.5789 | 2.6129 |
Largest Winning Trade | 32568 | 17741 | 32568 | 10865248 | 4790658 | 10865248 |
Largest Losing Trade | -442205 | -12635 | -442205 | -23165303 | -640879 | -23165303 |
Avg Bars in Trades | 76 | 4 | 151 | 76 | 4 | 151 |
Avg Bars in Winners | 43 | 3 | 79 | 70 | 3 | 150 |
Avg Bars in Losers | 185 | 6 | 492 | 84 | 4 | 152 |
Bars Traded | 6221 | 167 | 6054 | 6221 | 167 | 6054 |
Profit Streak | 13.7072 | 182.9572 | 0 | 13.7072 | 182.9572 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -592737 | -82980 | -576617 | 18726 | 735097 | 525861 |
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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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