Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1240923.5375 | 127625.6119 | -1368549.1494 | 36040263.2201 | -31127216.4683 | 67167479.6885 |
Total P&L (%) | -1240.9235 | 127.6256 | -1368.5491 | 36040.2632 | -31127.2165 | 67167.4797 |
Avg Daily Profit (%) | -0.5492 | 0.0565 | -0.6057 | 0.261 | 0 | 0.2886 |
Buy And Hold Return (%) | 458.2263 | 458.2263 | 458.2263 | 458.2263 | 458.2263 | 458.2263 |
Max Trade Drawdown | -1482394 | -79565 | -1551563 | -54993058 | -60847365 | -33538686 |
Profit Factor | 0.354 | 1.6079 | 0.2001 | 1.2052 | 0.741 | 2.2117 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 102 | 50 | 52 | 86 | 40 | 46 |
Losing Trades | 21 | 11 | 10 | 37 | 21 | 16 |
Profitability (%) | 82.9268 | 81.9672 | 83.871 | 69.9187 | 65.5738 | 74.1935 |
Ratio Avg Win / Avg Loss | 0.0729 | 0.3537 | 0.0385 | 0.5185 | 0.389 | 0.7693 |
Largest Winning Trade | 27336 | 22035 | 27336 | 18822335 | 7298231 | 18822335 |
Largest Losing Trade | -1258542 | -38441 | -1258542 | -32352981 | -26480634 | -32352981 |
Avg Bars in Trades | 32 | 37 | 27 | 32 | 37 | 27 |
Avg Bars in Winners | 9 | 10 | 8 | 12 | 10 | 15 |
Avg Bars in Losers | 143 | 161 | 123 | 77 | 88 | 62 |
Bars Traded | 3987 | 2293 | 1694 | 3987 | 2293 | 1694 |
Profit Streak | 74.229 | 74.229 | 282.729 | 74.229 | 74.229 | 282.729 |
Trades During Streak | 3 | 1 | 9 | 3 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574626 | -440048 | -728936 | 384449 | -739881 | -139061 |
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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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