Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -416866.7821 | 145626.3804 | -562493.1624 | 76008932.302 | 21220434.4953 | 54788497.8067 |
Total P&L (%) | -416.8668 | 145.6264 | -562.4932 | 76008.9323 | 21220.4345 | 54788.4978 |
Avg Daily Profit (%) | -0.214 | 0.0747 | -0.2887 | 0.3411 | 0.2756 | 0.3243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -879873 | -43178 | -906568 | -20979804 | -10531123 | -18144071 |
Profit Factor | 0.6912 | 1.8856 | 0.5255 | 1.9571 | 1.7709 | 2.0559 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 154 | 71 | 83 | 144 | 66 | 78 |
Losing Trades | 32 | 22 | 10 | 42 | 27 | 15 |
Profitability (%) | 82.7957 | 76.3441 | 89.2473 | 77.4194 | 70.9677 | 83.871 |
Ratio Avg Win / Avg Loss | 0.1436 | 0.5843 | 0.0633 | 0.5708 | 0.7245 | 0.3954 |
Largest Winning Trade | 36311 | 36311 | 34406 | 13175795 | 6831086 | 13175795 |
Largest Losing Trade | -819896 | -35219 | -819896 | -15323834 | -4816136 | -15323834 |
Avg Bars in Trades | 29 | 8 | 50 | 29 | 8 | 50 |
Avg Bars in Winners | 16 | 4 | 27 | 19 | 4 | 32 |
Avg Bars in Losers | 90 | 22 | 238 | 64 | 19 | 145 |
Bars Traded | 5489 | 799 | 4690 | 5489 | 799 | 4690 |
Profit Streak | 19.1511 | 19.1511 | 19.4844 | 19.1511 | 19.1511 | 19.4844 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573519 | -87616 | -574547 | 596084 | 478703 | 573786 |
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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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