Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130766.8866 | 237107.0118 | -106340.1252 | 25222732.452 | 8538500.1664 | 16684232.2855 |
Total P&L (%) | 130.7669 | 237.107 | -106.3401 | 25222.7325 | 8538.5002 | 16684.2323 |
Avg Daily Profit (%) | 0.0603 | 0.1094 | -0.049 | 0.2556 | 0.2058 | 0.2365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -504026 | -55194 | -492681 | -3776930 | -2869018 | -2023264 |
Profit Factor | 1.1463 | 2.1452 | 0.8452 | 2.364 | 1.8951 | 2.8635 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 84 | 43 | 41 | 86 | 43 | 43 |
Losing Trades | 38 | 18 | 20 | 36 | 18 | 18 |
Profitability (%) | 68.8525 | 70.4918 | 67.2131 | 70.4918 | 70.4918 | 70.4918 |
Ratio Avg Win / Avg Loss | 0.5186 | 0.898 | 0.4123 | 0.9896 | 0.7933 | 1.1987 |
Largest Winning Trade | 46958 | 40071 | 46958 | 3673182 | 3673182 | 2324156 |
Largest Losing Trade | -320970 | -55194 | -320970 | -2090175 | -2090175 | -2023264 |
Avg Bars in Trades | 104 | 51 | 156 | 104 | 51 | 156 |
Avg Bars in Winners | 83 | 41 | 127 | 92 | 46 | 139 |
Avg Bars in Losers | 148 | 74 | 215 | 130 | 63 | 197 |
Bars Traded | 12690 | 3143 | 9547 | 12690 | 3143 | 9547 |
Profit Streak | 10.7586 | 0 | 37.0919 | 10.7586 | 0 | 37.0919 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170255 | -204727 | -738792 | 499096 | -150116 | -144883 |
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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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