Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -42852.5371 | 712857.9642 | -755710.5013 | 59275320.1548 | 42154203.0776 | 17121117.0772 |
Total P&L (%) | -42.8525 | 712.858 | -755.7105 | 59275.3202 | 42154.2031 | 17121.1171 |
Avg Daily Profit (%) | -0.0189 | 0.3151 | -0.334 | 0.2827 | 0.2676 | 0.2278 |
Buy And Hold Return (%) | 10345.8552 | 10345.8552 | 10345.8552 | 10345.8552 | 10345.8552 | 10345.8552 |
Max Trade Drawdown | -810543 | -70621 | -982476 | -22250170 | -21172806 | -26134733 |
Profit Factor | 0.9685 | 4.4201 | 0.3439 | 1.5954 | 1.8914 | 1.3276 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 43 | 22 | 21 | 45 | 22 | 23 |
Losing Trades | 30 | 14 | 16 | 28 | 14 | 14 |
Profitability (%) | 58.9041 | 61.1111 | 56.7568 | 61.6438 | 61.1111 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.6757 | 2.8128 | 0.262 | 0.9927 | 1.2036 | 0.8081 |
Largest Winning Trade | 313755 | 313755 | 39198 | 25093901 | 25093901 | 12236783 |
Largest Losing Trade | -762145 | -26912 | -762145 | -15568247 | -8395750 | -15568247 |
Avg Bars in Trades | 117 | 135 | 99 | 117 | 135 | 99 |
Avg Bars in Winners | 134 | 144 | 123 | 133 | 144 | 124 |
Avg Bars in Losers | 93 | 121 | 68 | 90 | 121 | 59 |
Bars Traded | 8559 | 4872 | 3687 | 8559 | 4872 | 3687 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -655623 | -147948 | -579896 | -66370 | 373578 | -746 |
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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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