Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -216338.054 | 227444.7297 | -443782.7837 | 336497244.18 | 103561522.5678 | 232935721.6122 |
Total P&L (%) | -216.3381 | 227.4447 | -443.7828 | 336497.2442 | 103561.5226 | 232935.7216 |
Avg Daily Profit (%) | -0.0898 | 0.0944 | -0.1841 | 0.3376 | 0.2885 | 0.3223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -857610 | -32616 | -890248 | -141493561 | -57975263 | -130391328 |
Profit Factor | 0.811 | 3.3546 | 0.5765 | 1.7542 | 1.6363 | 1.8218 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 69 | 33 | 36 | 67 | 31 | 36 |
Losing Trades | 22 | 13 | 9 | 24 | 15 | 9 |
Profitability (%) | 75.8242 | 71.7391 | 80 | 73.6264 | 67.3913 | 80 |
Ratio Avg Win / Avg Loss | 0.2586 | 1.3215 | 0.1441 | 0.6284 | 0.7917 | 0.4555 |
Largest Winning Trade | 51228 | 29110 | 51228 | 56117063 | 47984716 | 56117063 |
Largest Losing Trade | -626824 | -24908 | -626824 | -69186394 | -57527744 | -69186394 |
Avg Bars in Trades | 49 | 19 | 79 | 49 | 19 | 79 |
Avg Bars in Winners | 32 | 17 | 47 | 40 | 17 | 60 |
Avg Bars in Losers | 100 | 26 | 207 | 74 | 24 | 157 |
Bars Traded | 4495 | 915 | 3580 | 4495 | 915 | 3580 |
Profit Streak | 0 | 0 | 110.1894 | 0 | 0 | 110.1894 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576909 | -58500 | -576260 | 480408 | 421946 | 514026 |
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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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