Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1060121.9963 | 185442.7678 | -1245564.7641 | 75627022.0929 | -68651077.831 | 144278099.9239 |
Total P&L (%) | -1060.122 | 185.4428 | -1245.5648 | 75627.0221 | -68651.0778 | 144278.0999 |
Avg Daily Profit (%) | -0.4689 | 0.082 | -0.5509 | 0.2937 | 0 | 0.3223 |
Buy And Hold Return (%) | 571.7746 | 571.7746 | 571.7746 | 571.7746 | 571.7746 | 571.7746 |
Max Trade Drawdown | -1254049 | -101036 | -1390396 | -147751421 | -146576614 | -46454360 |
Profit Factor | 0.4379 | 1.7332 | 0.2373 | 1.2449 | 0.7112 | 3.0312 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 136 | 68 | 68 | 104 | 51 | 53 |
Losing Trades | 27 | 13 | 14 | 59 | 30 | 29 |
Profitability (%) | 83.4356 | 83.9506 | 82.9268 | 63.8037 | 62.963 | 64.6341 |
Ratio Avg Win / Avg Loss | 0.0869 | 0.3313 | 0.0489 | 0.7063 | 0.4184 | 1.6586 |
Largest Winning Trade | 24299 | 24299 | 15813 | 40301830 | 9456165 | 40301830 |
Largest Losing Trade | -1081665 | -55093 | -1081665 | -88723483 | -88723483 | -28819158 |
Avg Bars in Trades | 25 | 28 | 21 | 25 | 28 | 21 |
Avg Bars in Winners | 9 | 9 | 8 | 11 | 10 | 13 |
Avg Bars in Losers | 104 | 126 | 84 | 48 | 59 | 36 |
Bars Traded | 4097 | 2307 | 1790 | 4097 | 2307 | 1790 |
Profit Streak | 80.2124 | 80.2124 | 153.2124 | 80.2124 | 80.2124 | 153.2124 |
Trades During Streak | 11 | 5 | 9 | 11 | 5 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573488 | -254387 | -578974 | 413904 | -589039 | 518400 |
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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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