Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520291.7429 | 502206.9562 | 18084.7867 | -60625220.3195 | 6877059.5049 | -67502279.8244 |
Total P&L (%) | 520.2917 | 502.207 | 18.0848 | -60625.2203 | 6877.0595 | -67502.2798 |
Avg Daily Profit (%) | 0.2081 | 0.2008 | 0.0072 | 0 | 0.1699 | 0 |
Buy And Hold Return (%) | 868.6113 | 868.6113 | 868.6113 | 868.6113 | 868.6113 | 868.6113 |
Max Trade Drawdown | -244604 | -65447 | -245759 | -90777138 | -11860458 | -80393504 |
Profit Factor | 2.285 | 7.5611 | 1.0551 | 0.3759 | 1.4545 | 0.1769 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 71 | 36 | 35 | 66 | 33 | 33 |
Losing Trades | 10 | 5 | 5 | 15 | 8 | 7 |
Profitability (%) | 87.6543 | 87.8049 | 87.5 | 81.4815 | 80.4878 | 82.5 |
Ratio Avg Win / Avg Loss | 0.3218 | 1.0502 | 0.1507 | 0.0854 | 0.3526 | 0.0375 |
Largest Winning Trade | 111146 | 111146 | 38717 | 6317151 | 6317151 | 3471143 |
Largest Losing Trade | -244604 | -46729 | -244604 | -73997665 | -6283396 | -73997665 |
Avg Bars in Trades | 57 | 56 | 57 | 57 | 56 | 57 |
Avg Bars in Winners | 37 | 33 | 40 | 42 | 41 | 43 |
Avg Bars in Losers | 199 | 227 | 171 | 121 | 120 | 123 |
Bars Traded | 4627 | 2336 | 2291 | 4627 | 2336 | 2291 |
Profit Streak | 77.8843 | 77.8843 | 183.3843 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166501 | -145074 | -504547 | -592744 | 400107 | -576617 |
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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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