Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -587754.4149 | 41719.301 | -629473.7159 | 46509475.1532 | -11855115.3757 | 58364590.529 |
Total P&L (%) | -587.7544 | 41.7193 | -629.4737 | 46509.4752 | -11855.1154 | 58364.5905 |
Avg Daily Profit (%) | -0.365 | 0.0259 | -0.3909 | 0.3823 | 0 | 0.3964 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -797474 | -63391 | -800710 | -41981463 | -45979590 | -8789369 |
Profit Factor | 0.5143 | 1.2363 | 0.391 | 1.7524 | 0.7674 | 6.3757 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 141 | 64 | 77 | 83 | 43 | 40 |
Losing Trades | 26 | 20 | 6 | 84 | 41 | 43 |
Profitability (%) | 84.4311 | 76.1905 | 92.7711 | 49.7006 | 51.1905 | 48.1928 |
Ratio Avg Win / Avg Loss | 0.0948 | 0.3864 | 0.0305 | 1.7735 | 0.7317 | 6.8539 |
Largest Winning Trade | 18707 | 18707 | 17549 | 10555085 | 5689982 | 10555085 |
Largest Losing Trade | -644848 | -47881 | -644848 | -35150808 | -35150808 | -8789369 |
Avg Bars in Trades | 36 | 17 | 55 | 36 | 17 | 55 |
Avg Bars in Winners | 21 | 6 | 33 | 35 | 18 | 53 |
Avg Bars in Losers | 121 | 54 | 345 | 38 | 17 | 57 |
Bars Traded | 6149 | 1511 | 4638 | 6149 | 1511 | 4638 |
Profit Streak | 13.8059 | 13.8059 | 16.5559 | 13.8059 | 13.8059 | 16.5559 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574228 | -158082 | -574633 | 531129 | -580076 | 658039 |
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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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