Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103636.7796 | 242137.1117 | -138500.3321 | 32689493.9974 | 10513670.9694 | 22175823.028 |
Total P&L (%) | 103.6368 | 242.1371 | -138.5003 | 32689.494 | 10513.671 | 22175.823 |
Avg Daily Profit (%) | 0.0477 | 0.1114 | -0.0637 | 0.2668 | 0.2148 | 0.2489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -509455 | -33591 | -535515 | -3400988 | -5285370 | -5826225 |
Profit Factor | 1.1134 | 2.4805 | 0.8154 | 2.1203 | 1.8296 | 2.3434 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 61.2245 | 55.102 | 67.3469 | 61.2245 | 55.102 | 67.3469 |
Ratio Avg Win / Avg Loss | 0.7052 | 2.0212 | 0.3953 | 1.3428 | 1.4908 | 1.1362 |
Largest Winning Trade | 55284 | 55284 | 54157 | 5243870 | 4777546 | 5243870 |
Largest Losing Trade | -328288 | -19899 | -328288 | -3400988 | -3103611 | -3400988 |
Avg Bars in Trades | 64 | 31 | 97 | 64 | 31 | 97 |
Avg Bars in Winners | 62 | 30 | 88 | 66 | 33 | 94 |
Avg Bars in Losers | 67 | 32 | 116 | 60 | 27 | 105 |
Bars Traded | 6322 | 1525 | 4797 | 6322 | 1525 | 4797 |
Profit Streak | 184.2781 | 217.2781 | 184.2781 | 184.2781 | 217.2781 | 184.2781 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -223580 | -37863 | -577461 | 526683 | 441237 | 544489 |
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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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