Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -126114.1129 | 236076.1997 | -362190.3126 | 24194005.9098 | 3133158.4014 | 21060847.5084 |
Total P&L (%) | -126.1141 | 236.0762 | -362.1903 | 24194.0059 | 3133.1584 | 21060.8475 |
Avg Daily Profit (%) | -0.0504 | 0.0944 | -0.1448 | 0.2198 | 0.139 | 0.2143 |
Buy And Hold Return (%) | 263.3006 | 263.3006 | 263.3006 | 263.3006 | 263.3006 | 263.3006 |
Max Trade Drawdown | -412263 | -69375 | -488318 | -7728272 | -7299954 | -5701398 |
Profit Factor | 0.8561 | 2.2252 | 0.4701 | 2.3326 | 1.2777 | 4.064 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 57 | 25 | 32 | 39 | 19 | 20 |
Losing Trades | 23 | 15 | 8 | 41 | 21 | 20 |
Profitability (%) | 71.25 | 62.5 | 80 | 48.75 | 47.5 | 50 |
Ratio Avg Win / Avg Loss | 0.3454 | 1.3351 | 0.1175 | 2.4522 | 1.4122 | 4.064 |
Largest Winning Trade | 52990 | 52990 | 43455 | 20860370 | 7718203 | 20860370 |
Largest Losing Trade | -347578 | -41558 | -347578 | -2780586 | -2780586 | -1668221 |
Avg Bars in Trades | 90 | 97 | 83 | 90 | 97 | 83 |
Avg Bars in Winners | 67 | 66 | 68 | 102 | 130 | 75 |
Avg Bars in Losers | 147 | 151 | 141 | 79 | 68 | 90 |
Bars Traded | 7239 | 3918 | 3321 | 7239 | 3918 | 3321 |
Profit Streak | 108.9455 | 108.9455 | 259.6122 | 108.9455 | 108.9455 | 259.6122 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -600169 | -227427 | -575441 | -10260 | -7429 | 601770 |
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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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