Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1715170.2221 | -18909.5851 | -1696260.637 | 442180.1333 | -57964051.8212 | 58406231.9544 |
Total P&L (%) | -1715.1702 | -18.9096 | -1696.2606 | 442.1801 | -57964.0518 | 58406.232 |
Avg Daily Profit (%) | -0.7573 | -0.0083 | -0.7489 | 0.0747 | 0 | 0.2817 |
Buy And Hold Return (%) | 317.1598 | 317.1598 | 317.1598 | 317.1598 | 317.1598 | 317.1598 |
Max Trade Drawdown | -1766268 | -180121 | -1768148 | -65264346 | -58008860 | -13502281 |
Profit Factor | 0.3064 | 0.9551 | 0.1735 | 1.0033 | 0.3766 | 2.4662 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 109 | 53 | 56 | 93 | 44 | 49 |
Losing Trades | 63 | 33 | 30 | 79 | 42 | 37 |
Profitability (%) | 63.3721 | 61.6279 | 65.1163 | 54.0698 | 51.1628 | 56.9767 |
Ratio Avg Win / Avg Loss | 0.1771 | 0.5947 | 0.0929 | 0.8523 | 0.3595 | 1.8622 |
Largest Winning Trade | 49895 | 49895 | 26028 | 62954000 | 5747190 | 62954000 |
Largest Losing Trade | -1307681 | -58448 | -1307681 | -30850037 | -30850037 | -8526038 |
Avg Bars in Trades | 38 | 43 | 33 | 38 | 43 | 33 |
Avg Bars in Winners | 15 | 17 | 12 | 18 | 17 | 18 |
Avg Bars in Losers | 79 | 84 | 73 | 62 | 69 | 53 |
Bars Traded | 6618 | 3708 | 2910 | 6618 | 3708 | 2910 |
Profit Streak | 84.9214 | 84.9214 | 129.5881 | 84.9214 | 84.9214 | 129.5881 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576600 | -577952 | -577480 | -351962 | -579587 | 554426 |
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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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