Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -24517.0424 | 606521.6388 | -631038.6812 | 68575961.5387 | 38055491.3465 | 30520470.1922 |
Total P&L (%) | -24.517 | 606.5216 | -631.0387 | 68575.9615 | 38055.4913 | 30520.4702 |
Avg Daily Profit (%) | -0.0108 | 0.2678 | -0.2786 | 0.2888 | 0.2628 | 0.253 |
Buy And Hold Return (%) | 11436.9012 | 11436.9012 | 11436.9012 | 11436.9012 | 11436.9012 | 11436.9012 |
Max Trade Drawdown | -755707 | -50558 | -856772 | -7914789 | -7581793 | -7914789 |
Profit Factor | 0.9772 | 5.3517 | 0.3264 | 3.4965 | 3.4753 | 3.5235 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 46 | 24 | 22 | 46 | 23 | 23 |
Losing Trades | 30 | 14 | 16 | 30 | 15 | 15 |
Profitability (%) | 60.5263 | 63.1579 | 57.8947 | 60.5263 | 60.5263 | 60.5263 |
Ratio Avg Win / Avg Loss | 0.6373 | 3.1218 | 0.2374 | 2.2803 | 2.2665 | 2.2979 |
Largest Winning Trade | 294477 | 294477 | 45636 | 30403983 | 30403983 | 15062191 |
Largest Losing Trade | -460788 | -28092 | -460788 | -7914789 | -3877357 | -7914789 |
Avg Bars in Trades | 55 | 56 | 54 | 55 | 56 | 54 |
Avg Bars in Winners | 67 | 70 | 64 | 68 | 70 | 66 |
Avg Bars in Losers | 36 | 33 | 39 | 35 | 35 | 35 |
Bars Traded | 4212 | 2158 | 2054 | 4212 | 2158 | 2054 |
Profit Streak | 0 | 0 | 61.1695 | 0 | 0 | 61.1695 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -632913 | -147389 | -579181 | -37319 | 496049 | 494458 |
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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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