Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1304470.0963 | 120909.3784 | -1425379.4748 | 28826491.7069 | 16321153.6107 | 12505338.0961 |
Total P&L (%) | -1304.4701 | 120.9094 | -1425.3795 | 28826.4917 | 16321.1536 | 12505.3381 |
Avg Daily Profit (%) | -0.6963 | 0.0645 | -0.7609 | 0.303 | 0.2727 | 0.2585 |
Buy And Hold Return (%) | 250.4636 | 250.4636 | 250.4636 | 250.4636 | 250.4636 | 250.4636 |
Max Trade Drawdown | -1512527 | -51429 | -1603544 | -82992842 | -14399258 | -86146953 |
Profit Factor | 0.3753 | 1.7683 | 0.2618 | 1.1532 | 1.3265 | 1.0905 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 68 | 33 | 35 | 40 | 23 | 17 |
Losing Trades | 28 | 15 | 13 | 56 | 25 | 31 |
Profitability (%) | 70.8333 | 68.75 | 72.9167 | 41.6667 | 47.9167 | 35.4167 |
Ratio Avg Win / Avg Loss | 0.1545 | 0.8038 | 0.0972 | 1.6144 | 1.4418 | 1.9885 |
Largest Winning Trade | 58302 | 58302 | 34582 | 70988051 | 19957101 | 70988051 |
Largest Losing Trade | -946428 | -42001 | -946428 | -19919551 | -8730602 | -19919551 |
Avg Bars in Trades | 224 | 93 | 354 | 224 | 93 | 354 |
Avg Bars in Winners | 160 | 56 | 259 | 193 | 111 | 304 |
Avg Bars in Losers | 378 | 177 | 610 | 246 | 77 | 382 |
Bars Traded | 21528 | 4510 | 17018 | 21528 | 4510 | 17018 |
Profit Streak | 56.669 | 56.7523 | 56.669 | 56.669 | 56.7523 | 56.669 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576563 | -268872 | -577157 | -44009 | 314794 | -116362 |
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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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