Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -816339.2195 | 146819.1842 | -963158.4037 | 3443563.3458 | -44245691.941 | 47689255.2868 |
Total P&L (%) | -816.3392 | 146.8192 | -963.1584 | 3443.5633 | -44245.6919 | 47689.2553 |
Avg Daily Profit (%) | -0.3616 | 0.065 | -0.4267 | 0.1582 | 0 | 0.2737 |
Buy And Hold Return (%) | 471.3679 | 471.3679 | 471.3679 | 471.3679 | 471.3679 | 471.3679 |
Max Trade Drawdown | -1009243 | -134743 | -1046149 | -46291305 | -44573787 | -17799531 |
Profit Factor | 0.5306 | 1.3908 | 0.2936 | 1.0247 | 0.4814 | 1.8844 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 93 | 45 | 48 | 83 | 38 | 45 |
Losing Trades | 70 | 36 | 34 | 80 | 43 | 37 |
Profitability (%) | 57.0552 | 55.5556 | 58.5366 | 50.9202 | 46.9136 | 54.878 |
Ratio Avg Win / Avg Loss | 0.3994 | 1.1127 | 0.208 | 0.9877 | 0.5447 | 1.5494 |
Largest Winning Trade | 53238 | 53238 | 52757 | 54298794 | 10234340 | 54298794 |
Largest Losing Trade | -747384 | -41336 | -747384 | -11199785 | -11199785 | -9376872 |
Avg Bars in Trades | 37 | 41 | 33 | 37 | 41 | 33 |
Avg Bars in Winners | 22 | 21 | 22 | 26 | 22 | 29 |
Avg Bars in Losers | 58 | 67 | 48 | 49 | 59 | 38 |
Bars Traded | 6146 | 3399 | 2747 | 6146 | 3399 | 2747 |
Profit Streak | 12.3485 | 0 | 40.6819 | 12.3485 | 0 | 40.6819 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578391 | -282461 | -583302 | -185716 | -593936 | 322835 |
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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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