Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683476.6155 | 634498.8663 | 48977.7492 | -42596762.7506 | -56355559.7098 | 13758796.9592 |
Total P&L (%) | 683.4766 | 634.4989 | 48.9777 | -42596.7628 | -56355.5597 | 13758.797 |
Avg Daily Profit (%) | 0.2734 | 0.2538 | 0.0196 | 0 | 0 | 0.1975 |
Buy And Hold Return (%) | 882.7586 | 882.7586 | 882.7586 | 882.7586 | 882.7586 | 882.7586 |
Max Trade Drawdown | -187320 | -17429 | -185254 | -56817930 | -57745340 | -21983882 |
Profit Factor | 2.7525 | 12.1401 | 1.1471 | 0.5202 | 0.1541 | 1.6209 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 18 | 20 | 27 | 15 | 12 |
Losing Trades | 22 | 12 | 10 | 33 | 15 | 18 |
Profitability (%) | 63.3333 | 60 | 66.6667 | 45 | 50 | 40 |
Ratio Avg Win / Avg Loss | 1.5935 | 8.0934 | 0.5735 | 0.6358 | 0.1541 | 2.4314 |
Largest Winning Trade | 141394 | 141394 | 57506 | 21156524 | 3341975 | 21156524 |
Largest Losing Trade | -185254 | -10294 | -185254 | -32153808 | -32153808 | -4216935 |
Avg Bars in Trades | 157 | 159 | 155 | 157 | 159 | 155 |
Avg Bars in Winners | 153 | 143 | 162 | 174 | 170 | 179 |
Avg Bars in Losers | 164 | 183 | 141 | 143 | 148 | 139 |
Bars Traded | 9440 | 4777 | 4663 | 9440 | 4777 | 4663 |
Profit Streak | 78.379 | 108.879 | 0 | 0 | 0 | 449.629 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -323074 | -146941 | -390779 | -756222 | -580825 | 306806 |
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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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