Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -698131.1023 | -4747.3067 | -693383.7956 | 16682184.9779 | 1611128.0556 | 15071056.9223 |
Total P&L (%) | -698.1311 | -4.7473 | -693.3838 | 16682.185 | 1611.1281 | 15071.0569 |
Avg Daily Profit (%) | -0.4343 | -0.003 | -0.4314 | 0.3192 | 0.1768 | 0.3129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -940225 | -73319 | -896019 | -5567850 | -3468960 | -5394041 |
Profit Factor | 0.5085 | 0.976 | 0.4328 | 1.6992 | 1.1931 | 1.9715 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 98 | 42 | 56 | 78 | 40 | 38 |
Losing Trades | 41 | 28 | 13 | 61 | 30 | 31 |
Profitability (%) | 70.5036 | 60 | 81.1594 | 56.1151 | 57.1429 | 55.0725 |
Ratio Avg Win / Avg Loss | 0.2128 | 0.6507 | 0.1005 | 1.3289 | 0.8948 | 1.6083 |
Largest Winning Trade | 27529 | 18273 | 27529 | 4685155 | 989974 | 4685155 |
Largest Losing Trade | -668662 | -22628 | -668662 | -4801064 | -1964218 | -4801064 |
Avg Bars in Trades | 134 | 45 | 225 | 134 | 45 | 225 |
Avg Bars in Winners | 70 | 17 | 109 | 144 | 48 | 246 |
Avg Bars in Losers | 288 | 86 | 725 | 121 | 40 | 200 |
Bars Traded | 18726 | 3162 | 15564 | 18726 | 3162 | 15564 |
Profit Streak | 0 | 0 | 66.0532 | 0 | 0 | 66.0532 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577752 | -673662 | -677897 | 443742 | -95241 | -87715 |
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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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