Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1302524.0952 | 74929.2015 | -1377453.2967 | 7517263.7376 | -43057847.1405 | 50575110.8782 |
Total P&L (%) | -1302.5241 | 74.9292 | -1377.4533 | 7517.2637 | -43057.8471 | 50575.1109 |
Avg Daily Profit (%) | -0.5737 | 0.033 | -0.6067 | 0.191 | 0 | 0.2747 |
Buy And Hold Return (%) | 274.3869 | 274.3869 | 274.3869 | 274.3869 | 274.3869 | 274.3869 |
Max Trade Drawdown | -1429676 | -116657 | -1477308 | -77531676 | -67605906 | -23639106 |
Profit Factor | 0.3588 | 1.2415 | 0.1997 | 1.0471 | 0.6087 | 2.0192 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 212 | 102 | 110 | 180 | 84 | 96 |
Losing Trades | 51 | 29 | 22 | 83 | 47 | 36 |
Profitability (%) | 80.6084 | 77.8626 | 83.3333 | 68.4411 | 64.1221 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.0863 | 0.353 | 0.0399 | 0.4828 | 0.3406 | 0.7572 |
Largest Winning Trade | 17473 | 17473 | 11584 | 38222855 | 7238423 | 38222855 |
Largest Losing Trade | -1108910 | -54893 | -1108910 | -33443574 | -33443574 | -11140027 |
Avg Bars in Trades | 46 | 54 | 38 | 46 | 54 | 38 |
Avg Bars in Winners | 12 | 12 | 11 | 16 | 14 | 19 |
Avg Bars in Losers | 190 | 201 | 174 | 111 | 127 | 90 |
Bars Traded | 12289 | 7177 | 5112 | 12289 | 7177 | 5112 |
Profit Streak | 27.1823 | 0 | 294.5156 | 27.1823 | 0 | 294.5156 |
Trades During Streak | 1 | 0 | 20 | 1 | 0 | 20 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574913 | -312836 | -574835 | -158136 | -579154 | 508821 |
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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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