Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203046.298 | 712177.3995 | -509131.1015 | 73185028.6921 | 44513038.6846 | 28671990.0076 |
Total P&L (%) | 203.0463 | 712.1774 | -509.1311 | 73185.0287 | 44513.0387 | 28671.99 |
Avg Daily Profit (%) | 0.0897 | 0.3147 | -0.225 | 0.2919 | 0.2699 | 0.2505 |
Buy And Hold Return (%) | 10574.9536 | 10574.9536 | 10574.9536 | 10574.9536 | 10574.9536 | 10574.9536 |
Max Trade Drawdown | -674081 | -41475 | -821928 | -15841120 | -15841120 | -3545925 |
Profit Factor | 1.1976 | 6.199 | 0.4284 | 3.5937 | 3.2202 | 4.5104 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 38 | 20 | 18 | 38 | 19 | 19 |
Losing Trades | 20 | 9 | 11 | 20 | 10 | 10 |
Profitability (%) | 65.5172 | 68.9655 | 62.069 | 65.5172 | 65.5172 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.6303 | 2.7896 | 0.2618 | 1.8914 | 1.6949 | 2.3739 |
Largest Winning Trade | 199878 | 199878 | 64727 | 32639232 | 32639232 | 20797964 |
Largest Losing Trade | -441613 | -32511 | -441613 | -15841120 | -15841120 | -3545925 |
Avg Bars in Trades | 75 | 88 | 63 | 75 | 88 | 63 |
Avg Bars in Winners | 82 | 86 | 78 | 84 | 89 | 79 |
Avg Bars in Losers | 62 | 92 | 38 | 59 | 86 | 31 |
Bars Traded | 4389 | 2561 | 1828 | 4389 | 2561 | 1828 |
Profit Streak | 20.2238 | 105.2238 | 0 | 20.2238 | 105.2238 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -420759 | -144869 | -579268 | -161399 | 564077 | 521786 |
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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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