Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170662.1404 | 226012.142 | -55350.0016 | 65911464.8159 | 17208906.3692 | 48702558.4467 |
Total P&L (%) | 170.6621 | 226.0121 | -55.35 | 65911.4648 | 17208.9064 | 48702.5584 |
Avg Daily Profit (%) | 0.0783 | 0.1037 | -0.0254 | 0.2984 | 0.2368 | 0.2845 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -490986 | -40123 | -501555 | -8640195 | -4848057 | -8640195 |
Profit Factor | 1.2148 | 2.4347 | 0.9131 | 3.4357 | 2.2257 | 4.7407 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 68 | 32 | 36 | 66 | 31 | 35 |
Losing Trades | 16 | 10 | 6 | 18 | 11 | 7 |
Profitability (%) | 80.9524 | 76.1905 | 85.7143 | 78.5714 | 73.8095 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.2858 | 0.7609 | 0.1522 | 0.937 | 0.7898 | 0.9481 |
Largest Winning Trade | 46767 | 39559 | 46767 | 19314998 | 3018439 | 19314998 |
Largest Losing Trade | -369334 | -27317 | -369334 | -8640195 | -4004372 | -8640195 |
Avg Bars in Trades | 101 | 61 | 141 | 101 | 61 | 141 |
Avg Bars in Winners | 75 | 43 | 103 | 79 | 41 | 112 |
Avg Bars in Losers | 212 | 116 | 371 | 183 | 116 | 288 |
Bars Traded | 8538 | 2575 | 5963 | 8538 | 2575 | 5963 |
Profit Streak | 4.5258 | 0 | 291.2758 | 4.5258 | 0 | 291.2758 |
Trades During Streak | 1 | 0 | 11 | 1 | 0 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85715 | -49193 | -574776 | 617377 | 465847 | 696875 |
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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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