Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1181931.0627 | 128943.6367 | -1310874.6994 | 29402178.2035 | -42398843.4011 | 71801021.6046 |
Total P&L (%) | -1181.9311 | 128.9436 | -1310.8747 | 29402.1782 | -42398.8434 | 71801.0216 |
Avg Daily Profit (%) | -0.5231 | 0.0571 | -0.5802 | 0.252 | 0 | 0.2915 |
Buy And Hold Return (%) | 302.0802 | 302.0802 | 302.0802 | 302.0802 | 302.0802 | 302.0802 |
Max Trade Drawdown | -1389529 | -81167 | -1459653 | -66594380 | -72030593 | -40034551 |
Profit Factor | 0.3929 | 1.4905 | 0.2215 | 1.1444 | 0.6868 | 2.0512 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 186 | 88 | 98 | 160 | 76 | 84 |
Losing Trades | 33 | 21 | 12 | 59 | 33 | 26 |
Profitability (%) | 84.9315 | 80.7339 | 89.0909 | 73.0594 | 69.7248 | 76.3636 |
Ratio Avg Win / Avg Loss | 0.0697 | 0.3557 | 0.0271 | 0.422 | 0.2982 | 0.6349 |
Largest Winning Trade | 24540 | 19531 | 24540 | 28899101 | 6040505 | 28899101 |
Largest Losing Trade | -1164306 | -41715 | -1164306 | -25991917 | -25991917 | -25965492 |
Avg Bars in Trades | 36 | 43 | 30 | 36 | 43 | 30 |
Avg Bars in Winners | 13 | 13 | 13 | 15 | 12 | 17 |
Avg Bars in Losers | 169 | 168 | 172 | 95 | 113 | 72 |
Bars Traded | 8069 | 4703 | 3367 | 8069 | 4703 | 3367 |
Profit Streak | 66.1266 | 66.1266 | 283.1266 | 66.1266 | 66.1266 | 283.1266 |
Trades During Streak | 9 | 4 | 15 | 9 | 4 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573353 | -277501 | -574406 | -49137 | -576769 | 538469 |
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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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