Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -295888.1476 | 282762.8562 | -578651.0037 | 44630789.6058 | 10752144.6509 | 33878644.9549 |
Total P&L (%) | -295.8881 | 282.7629 | -578.651 | 44630.7896 | 10752.1447 | 33878.645 |
Avg Daily Profit (%) | -0.1182 | 0.1129 | -0.2311 | 0.244 | 0.1874 | 0.233 |
Buy And Hold Return (%) | 272.0277 | 272.0277 | 272.0277 | 272.0277 | 272.0277 | 272.0277 |
Max Trade Drawdown | -654697 | -63865 | -703221 | -6408124 | -9400749 | -4927504 |
Profit Factor | 0.7597 | 2.1643 | 0.4146 | 3.1755 | 1.8016 | 5.7707 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 66 | 31 | 35 | 48 | 22 | 26 |
Losing Trades | 33 | 18 | 15 | 51 | 27 | 24 |
Profitability (%) | 66.6667 | 63.2653 | 70 | 48.4848 | 44.898 | 52 |
Ratio Avg Win / Avg Loss | 0.3799 | 1.2567 | 0.1777 | 3.374 | 2.211 | 5.3268 |
Largest Winning Trade | 95589 | 95589 | 41643 | 24463206 | 14463059 | 24463206 |
Largest Losing Trade | -448735 | -39865 | -448735 | -6272071 | -6272071 | -1310814 |
Avg Bars in Trades | 73 | 66 | 80 | 73 | 66 | 80 |
Avg Bars in Winners | 66 | 58 | 73 | 68 | 68 | 68 |
Avg Bars in Losers | 88 | 81 | 95 | 78 | 65 | 93 |
Bars Traded | 7288 | 3273 | 4015 | 7288 | 3273 | 4015 |
Profit Streak | 106.4642 | 106.4642 | 258.4642 | 106.4642 | 106.4642 | 331.7976 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576645 | -189961 | -756798 | 561158 | 375015 | -161669 |
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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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