Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1872787.2519 | 60043.5551 | -1932830.807 | 28303687.5097 | -13471.8341 | 28317159.3437 |
Total P&L (%) | -1872.7873 | 60.0436 | -1932.8308 | 28303.6875 | -13.4718 | 28317.1593 |
Avg Daily Profit (%) | -1.0432 | 0.0334 | -1.0767 | 0.3152 | -0.0081 | 0.3152 |
Buy And Hold Return (%) | 411.509 | 411.509 | 411.509 | 411.509 | 411.509 | 411.509 |
Max Trade Drawdown | -2201524 | -50876 | -1743367 | -22192179 | -6887560 | -22326314 |
Profit Factor | 0.3023 | 1.3216 | 0.2261 | 1.2639 | 0.9996 | 1.405 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 87 | 39 | 48 | 83 | 36 | 47 |
Losing Trades | 46 | 28 | 18 | 50 | 31 | 19 |
Profitability (%) | 65.4135 | 58.209 | 72.7273 | 62.406 | 53.7313 | 71.2121 |
Ratio Avg Win / Avg Loss | 0.1598 | 0.9488 | 0.0848 | 0.7614 | 0.8608 | 0.568 |
Largest Winning Trade | 33176 | 31492 | 33176 | 13912960 | 5169655 | 13912960 |
Largest Losing Trade | -1679821 | -26888 | -1679821 | -15692536 | -5443581 | -15692536 |
Avg Bars in Trades | 156 | 47 | 268 | 156 | 47 | 268 |
Avg Bars in Winners | 115 | 34 | 181 | 118 | 34 | 182 |
Avg Bars in Losers | 234 | 63 | 500 | 220 | 60 | 480 |
Bars Traded | 20856 | 3149 | 17707 | 20856 | 3149 | 17707 |
Profit Streak | 0 | 0 | 67.3543 | 0 | 0 | 67.3543 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578427 | -431055 | -700630 | 330459 | -696974 | -111967 |
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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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