Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1011769.4254 | 180738.218 | -1192507.6434 | 57278995.6717 | -22392393.9376 | 79671389.6093 |
Total P&L (%) | -1011.7694 | 180.7382 | -1192.5076 | 57278.9957 | -22392.3939 | 79671.3896 |
Avg Daily Profit (%) | -0.4486 | 0.0801 | -0.5287 | 0.282 | 0 | 0.2967 |
Buy And Hold Return (%) | 360.8553 | 360.8553 | 360.8553 | 360.8553 | 360.8553 | 360.8553 |
Max Trade Drawdown | -1364966 | -79787 | -1420920 | -53687126 | -61799950 | -40280032 |
Profit Factor | 0.4301 | 1.8488 | 0.2368 | 1.2705 | 0.8474 | 2.2252 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 111 | 56 | 55 | 101 | 49 | 52 |
Losing Trades | 26 | 12 | 14 | 36 | 19 | 17 |
Profitability (%) | 81.0219 | 82.3529 | 79.7101 | 73.7226 | 72.0588 | 75.3623 |
Ratio Avg Win / Avg Loss | 0.1007 | 0.3962 | 0.0603 | 0.4529 | 0.3286 | 0.7275 |
Largest Winning Trade | 25758 | 22035 | 25758 | 12929251 | 8360890 | 12929251 |
Largest Losing Trade | -1143020 | -38843 | -1143020 | -39186338 | -34763078 | -39186338 |
Avg Bars in Trades | 29 | 33 | 24 | 29 | 33 | 24 |
Avg Bars in Winners | 9 | 9 | 8 | 10 | 9 | 12 |
Avg Bars in Losers | 114 | 145 | 88 | 80 | 95 | 63 |
Bars Traded | 3988 | 2287 | 1701 | 3988 | 2287 | 1701 |
Profit Streak | 70.0381 | 70.0381 | 136.5381 | 70.0381 | 70.0381 | 136.5381 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574493 | -355515 | -676978 | 434512 | -686540 | -86442 |
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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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