Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1548125.0966 | 151833.0944 | -1699958.191 | 10933900.6004 | 17559797.7022 | -6625897.1018 |
Total P&L (%) | -1548.1251 | 151.8331 | -1699.9582 | 10933.9006 | 17559.7977 | -6625.8971 |
Avg Daily Profit (%) | -0.6191 | 0.0607 | -0.6798 | 0.1883 | 0.2071 | 0 |
Buy And Hold Return (%) | 1773.8307 | 1773.8307 | 1773.8307 | 1773.8307 | 1773.8307 | 1773.8307 |
Max Trade Drawdown | -1950860 | -19604 | -1943757 | -46313193 | -4246099 | -50231089 |
Profit Factor | 0.2859 | 3.4048 | 0.1923 | 1.1426 | 2.7067 | 0.9002 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 139 | 65 | 74 | 139 | 64 | 75 |
Losing Trades | 26 | 18 | 8 | 26 | 19 | 7 |
Profitability (%) | 84.2424 | 78.3133 | 90.2439 | 84.2424 | 77.1084 | 91.4634 |
Ratio Avg Win / Avg Loss | 0.0535 | 0.9429 | 0.0208 | 0.2137 | 0.8036 | 0.084 |
Largest Winning Trade | 20585 | 16905 | 20585 | 4996654 | 4967068 | 4996654 |
Largest Losing Trade | -1784706 | -17225 | -1784706 | -44854445 | -3442597 | -44854445 |
Avg Bars in Trades | 39 | 11 | 67 | 39 | 11 | 67 |
Avg Bars in Winners | 16 | 8 | 24 | 25 | 7 | 41 |
Avg Bars in Losers | 160 | 25 | 466 | 111 | 24 | 350 |
Bars Traded | 6512 | 971 | 5541 | 6512 | 971 | 5541 |
Profit Streak | 173.451 | 407.1177 | 173.451 | 173.451 | 407.1177 | 173.451 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573979 | -268623 | -579491 | -51116 | 561594 | -579372 |
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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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