Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1084295.2038 | 156493.6069 | -1240788.8107 | 14673979.8874 | -71128087.2313 | 85802067.1187 |
Total P&L (%) | -1084.2952 | 156.4936 | -1240.7888 | 14673.9799 | -71128.0872 | 85802.0671 |
Avg Daily Profit (%) | -0.4792 | 0.0692 | -0.5484 | 0.221 | 0 | 0.299 |
Buy And Hold Return (%) | 509.7774 | 509.7774 | 509.7774 | 509.7774 | 509.7774 | 509.7774 |
Max Trade Drawdown | -1336205 | -137864 | -1404044 | -178190899 | -152683343 | -69812272 |
Profit Factor | 0.4291 | 1.6015 | 0.243 | 1.049 | 0.64 | 1.843 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 202 | 94 | 108 | 182 | 81 | 101 |
Losing Trades | 59 | 36 | 23 | 79 | 49 | 30 |
Profitability (%) | 77.3946 | 72.3077 | 82.4427 | 69.7318 | 62.3077 | 77.0992 |
Ratio Avg Win / Avg Loss | 0.1253 | 0.6133 | 0.0517 | 0.4553 | 0.3872 | 0.5474 |
Largest Winning Trade | 61512 | 61512 | 33492 | 52340061 | 52340061 | 43042270 |
Largest Losing Trade | -1124874 | -49244 | -1124874 | -77936366 | -77936366 | -47637058 |
Avg Bars in Trades | 31 | 32 | 30 | 31 | 32 | 30 |
Avg Bars in Winners | 12 | 10 | 14 | 14 | 9 | 18 |
Avg Bars in Losers | 95 | 89 | 104 | 69 | 68 | 70 |
Bars Traded | 8126 | 4174 | 3952 | 8126 | 4174 | 3952 |
Profit Streak | 55.6671 | 55.6671 | 62.6671 | 55.6671 | 55.6671 | 62.6671 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574459 | -262862 | -575606 | -154735 | -578830 | 509825 |
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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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