Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10865.3175 | 613936.1624 | -624801.4799 | 77948213.9041 | 43235255.029 | 34712958.8751 |
Total P&L (%) | -10.8653 | 613.9362 | -624.8015 | 77948.2139 | 43235.255 | 34712.9589 |
Avg Daily Profit (%) | -0.0048 | 0.2706 | -0.2754 | 0.2939 | 0.2679 | 0.2583 |
Buy And Hold Return (%) | 11135.4392 | 11135.4392 | 11135.4392 | 11135.4392 | 11135.4392 | 11135.4392 |
Max Trade Drawdown | -745761 | -51705 | -842103 | -10564741 | -9872497 | -12200540 |
Profit Factor | 0.9899 | 5.0847 | 0.3229 | 3.0032 | 3.0548 | 2.9425 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 47 | 26 | 21 | 47 | 25 | 22 |
Losing Trades | 31 | 13 | 18 | 31 | 14 | 17 |
Profitability (%) | 60.2564 | 66.6667 | 53.8462 | 60.2564 | 64.1026 | 56.4103 |
Ratio Avg Win / Avg Loss | 0.6529 | 2.5423 | 0.2768 | 1.9808 | 1.7107 | 2.2737 |
Largest Winning Trade | 294477 | 294477 | 45636 | 36988343 | 36988343 | 18324096 |
Largest Losing Trade | -460788 | -28092 | -460788 | -9628835 | -5023274 | -9628835 |
Avg Bars in Trades | 54 | 55 | 52 | 54 | 55 | 52 |
Avg Bars in Winners | 66 | 65 | 67 | 66 | 65 | 68 |
Avg Bars in Losers | 35 | 36 | 35 | 34 | 37 | 31 |
Bars Traded | 4212 | 2163 | 2049 | 4212 | 2163 | 2049 |
Profit Streak | 0 | 0 | 42.101 | 0 | 0 | 42.101 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -617948 | -147098 | -579707 | -22593 | 503153 | 451813 |
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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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