Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163187.6932 | 891136.4043 | -727948.7111 | 112352855.8672 | 69649083.0653 | 42703772.8019 |
Total P&L (%) | 163.1877 | 891.1364 | -727.9487 | 112352.8559 | 69649.0831 | 42703.7728 |
Avg Daily Profit (%) | 0.0722 | 0.394 | -0.3219 | 0.3111 | 0.2899 | 0.2683 |
Buy And Hold Return (%) | 12104.9401 | 12104.9401 | 12104.9401 | 12104.9401 | 12104.9401 | 12104.9401 |
Max Trade Drawdown | -780165 | -57498 | -975552 | -26841514 | -37980857 | -19698166 |
Profit Factor | 1.116 | 4.2598 | 0.3576 | 1.9807 | 1.8858 | 2.1882 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 66 | 30 | 36 | 68 | 31 | 37 |
Losing Trades | 52 | 29 | 23 | 50 | 28 | 22 |
Profitability (%) | 55.9322 | 50.8475 | 61.0169 | 57.6271 | 52.5424 | 62.7119 |
Ratio Avg Win / Avg Loss | 0.8793 | 4.1178 | 0.2285 | 1.4564 | 1.7033 | 1.3011 |
Largest Winning Trade | 455511 | 455511 | 42504 | 56754423 | 56754423 | 9480206 |
Largest Losing Trade | -695970 | -36418 | -695970 | -23380441 | -23380441 | -11047748 |
Avg Bars in Trades | 36 | 41 | 31 | 36 | 41 | 31 |
Avg Bars in Winners | 45 | 59 | 34 | 46 | 58 | 36 |
Avg Bars in Losers | 24 | 21 | 28 | 22 | 21 | 24 |
Bars Traded | 4300 | 2425 | 1875 | 4300 | 2425 | 1875 |
Profit Streak | 10.4402 | 11.4402 | 0 | 10.4402 | 11.4402 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -355205 | -324766 | -756030 | 489401 | -164162 | -166000 |
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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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