Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1284416.3553 | 71937.835 | -1356354.1903 | 5849692.6329 | -22049267.2291 | 27898959.862 |
Total P&L (%) | -1284.4164 | 71.9378 | -1356.3542 | 5849.6926 | -22049.2672 | 27898.9599 |
Avg Daily Profit (%) | -0.5668 | 0.0317 | -0.5986 | 0.1805 | 0 | 0.249 |
Buy And Hold Return (%) | 533.1995 | 533.1995 | 533.1995 | 533.1995 | 533.1995 | 533.1995 |
Max Trade Drawdown | -1405890 | -111823 | -1448780 | -42361075 | -37408155 | -12447348 |
Profit Factor | 0.3504 | 1.2469 | 0.1954 | 1.0718 | 0.6066 | 2.0994 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 129 | 62 | 67 | 113 | 55 | 58 |
Losing Trades | 34 | 19 | 15 | 50 | 26 | 24 |
Profitability (%) | 79.1411 | 76.5432 | 81.7073 | 69.3252 | 67.9012 | 70.7317 |
Ratio Avg Win / Avg Loss | 0.0923 | 0.3821 | 0.0437 | 0.4743 | 0.2868 | 0.8687 |
Largest Winning Trade | 20066 | 20066 | 14391 | 16788705 | 3977006 | 16788705 |
Largest Losing Trade | -1087320 | -54130 | -1087320 | -18998149 | -18998149 | -5606538 |
Avg Bars in Trades | 37 | 44 | 31 | 37 | 44 | 31 |
Avg Bars in Winners | 11 | 12 | 10 | 14 | 14 | 15 |
Avg Bars in Losers | 137 | 147 | 123 | 89 | 107 | 70 |
Bars Traded | 6145 | 3588 | 2557 | 6145 | 3588 | 2557 |
Profit Streak | 22.3811 | 0 | 289.7144 | 22.3811 | 0 | 289.7144 |
Trades During Streak | 1 | 0 | 15 | 1 | 0 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575320 | -326401 | -579324 | -131394 | -590137 | 351244 |
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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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