Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -40063.0739 | 670084.4152 | -710147.4892 | 65555145.6485 | 53178628.6967 | 12376516.9518 |
Total P&L (%) | -40.0631 | 670.0844 | -710.1475 | 65555.1456 | 53178.6287 | 12376.517 |
Avg Daily Profit (%) | -0.0177 | 0.296 | -0.3137 | 0.2869 | 0.2777 | 0.2134 |
Buy And Hold Return (%) | 11851.9456 | 11851.9456 | 11851.9456 | 11851.9456 | 11851.9456 | 11851.9456 |
Max Trade Drawdown | -826351 | -84814 | -892923 | -17670062 | -4195883 | -22331284 |
Profit Factor | 0.9675 | 4.7035 | 0.325 | 2.7954 | 7.4619 | 1.4376 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 39 | 18 | 21 | 39 | 17 | 22 |
Losing Trades | 37 | 20 | 17 | 37 | 21 | 16 |
Profitability (%) | 51.3158 | 47.3684 | 55.2632 | 51.3158 | 44.7368 | 57.8947 |
Ratio Avg Win / Avg Loss | 0.9179 | 5.2261 | 0.2631 | 2.652 | 9.2176 | 1.0455 |
Largest Winning Trade | 290098 | 290098 | 58167 | 28468071 | 28468071 | 22267117 |
Largest Losing Trade | -519105 | -30331 | -519105 | -11603082 | -2289707 | -11603082 |
Avg Bars in Trades | 86 | 95 | 77 | 86 | 95 | 77 |
Avg Bars in Winners | 111 | 116 | 106 | 113 | 119 | 109 |
Avg Bars in Losers | 59 | 75 | 41 | 57 | 75 | 33 |
Bars Traded | 6552 | 3611 | 2941 | 6552 | 3611 | 2941 |
Profit Streak | 0 | 403.2333 | 0 | 0 | 403.2333 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -634385 | -148974 | -580082 | -40470 | 532243 | -141894 |
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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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