Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264125.9676 | 776880.7471 | -512754.7796 | 319276901.1601 | 262896202.2634 | 56380698.8968 |
Total P&L (%) | 264.126 | 776.8807 | -512.7548 | 319276.9012 | 262896.2023 | 56380.6989 |
Avg Daily Profit (%) | 0.1164 | 0.3422 | -0.2259 | 0.3561 | 0.3475 | 0.2795 |
Buy And Hold Return (%) | 9903.3542 | 9903.3542 | 9903.3542 | 9903.3542 | 9903.3542 | 9903.3542 |
Max Trade Drawdown | -685029 | -44607 | -781776 | -109944016 | -40181186 | -122276321 |
Profit Factor | 1.2316 | 5.257 | 0.4648 | 1.9795 | 3.4645 | 1.2571 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 56 | 27 | 29 | 56 | 26 | 30 |
Losing Trades | 26 | 14 | 12 | 26 | 15 | 11 |
Profitability (%) | 68.2927 | 65.8537 | 70.7317 | 68.2927 | 63.4146 | 73.1707 |
Ratio Avg Win / Avg Loss | 0.5718 | 2.7258 | 0.1923 | 0.9191 | 1.9988 | 0.4609 |
Largest Winning Trade | 185325 | 185325 | 54886 | 108632653 | 108632653 | 101457250 |
Largest Losing Trade | -420580 | -27154 | -420580 | -109944016 | -40181186 | -109944016 |
Avg Bars in Trades | 80 | 88 | 72 | 80 | 88 | 72 |
Avg Bars in Winners | 87 | 99 | 76 | 89 | 100 | 79 |
Avg Bars in Losers | 64 | 68 | 60 | 60 | 67 | 50 |
Bars Traded | 6589 | 3633 | 2956 | 6589 | 3633 | 2956 |
Profit Streak | 0 | 204.0602 | 0 | 0 | 204.0602 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -211573 | -145089 | -578054 | 152145 | 686157 | 325463 |
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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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