Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294387.1349 | 393314.0842 | -98926.9493 | -31217786.7532 | 4595303.8062 | -35813090.5594 |
Total P&L (%) | 294.3871 | 393.3141 | -98.9269 | -31217.7868 | 4595.3038 | -35813.0906 |
Avg Daily Profit (%) | 0.1177 | 0.1573 | -0.0396 | 0 | 0.154 | 0 |
Buy And Hold Return (%) | 945.8741 | 945.8741 | 945.8741 | 945.8741 | 945.8741 | 945.8741 |
Max Trade Drawdown | -314599 | -66140 | -314599 | -43981493 | -2698982 | -41472402 |
Profit Factor | 1.6952 | 4.854 | 0.6922 | 0.3456 | 1.7417 | 0.1372 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 60 | 28 | 32 | 58 | 27 | 31 |
Losing Trades | 9 | 6 | 3 | 11 | 7 | 4 |
Profitability (%) | 86.9565 | 82.3529 | 91.4286 | 84.058 | 79.4118 | 88.5714 |
Ratio Avg Win / Avg Loss | 0.2543 | 1.0401 | 0.0649 | 0.0655 | 0.4516 | 0.0177 |
Largest Winning Trade | 75846 | 75846 | 27427 | 2372295 | 2372295 | 801545 |
Largest Losing Trade | -314599 | -51123 | -314599 | -38517419 | -2698982 | -38517419 |
Avg Bars in Trades | 101 | 147 | 57 | 101 | 147 | 57 |
Avg Bars in Winners | 80 | 114 | 50 | 80 | 106 | 57 |
Avg Bars in Losers | 245 | 302 | 130 | 215 | 303 | 61 |
Bars Traded | 7021 | 5009 | 2012 | 7021 | 5009 | 2012 |
Profit Streak | 0 | 197.8311 | 0 | 67.4977 | 0 | 197.4977 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -302620 | -147252 | -575787 | -681935 | 378180 | -575473 |
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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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