Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196811.923 | 255632.9678 | -58821.0448 | 98278776.5323 | 15588945.7929 | 82689830.7394 |
Total P&L (%) | 196.8119 | 255.633 | -58.821 | 98278.7765 | 15588.9458 | 82689.8307 |
Avg Daily Profit (%) | 0.0906 | 0.1177 | -0.0271 | 0.3178 | 0.2331 | 0.3099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -387503 | -71778 | -443677 | -29083319 | -40123953 | -17619656 |
Profit Factor | 1.2332 | 2.2861 | 0.9088 | 1.9224 | 1.2199 | 3.3199 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 106 | 51 | 55 | 96 | 46 | 50 |
Losing Trades | 20 | 12 | 8 | 30 | 17 | 13 |
Profitability (%) | 84.127 | 80.9524 | 87.3016 | 76.1905 | 73.0159 | 79.3651 |
Ratio Avg Win / Avg Loss | 0.2327 | 0.5379 | 0.1322 | 0.6007 | 0.4508 | 0.8632 |
Largest Winning Trade | 31202 | 31202 | 27713 | 8460310 | 8460310 | 7204843 |
Largest Losing Trade | -332032 | -42745 | -332032 | -21493891 | -21493891 | -17619656 |
Avg Bars in Trades | 48 | 34 | 62 | 48 | 34 | 62 |
Avg Bars in Winners | 32 | 21 | 41 | 37 | 23 | 49 |
Avg Bars in Losers | 133 | 86 | 204 | 84 | 63 | 112 |
Bars Traded | 6102 | 2160 | 3942 | 6102 | 2160 | 3942 |
Profit Streak | 287.9962 | 406.3296 | 287.9962 | 287.9962 | 406.3296 | 287.9962 |
Trades During Streak | 22 | 14 | 11 | 22 | 14 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67366 | -175455 | -721344 | 562222 | -135924 | -128812 |
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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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