Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1191741.3647 | 125391.0232 | -1317132.3879 | 18745244.4874 | -59599908.3693 | 78345152.8567 |
Total P&L (%) | -1191.7414 | 125.391 | -1317.1324 | 18745.2445 | -59599.9084 | 78345.1529 |
Avg Daily Profit (%) | -0.5284 | 0.0556 | -0.584 | 0.2326 | 0 | 0.296 |
Buy And Hold Return (%) | 350.4823 | 350.4823 | 350.4823 | 350.4823 | 350.4823 | 350.4823 |
Max Trade Drawdown | -1388733 | -93729 | -1444200 | -89966333 | -83424071 | -27442508 |
Profit Factor | 0.4046 | 1.4289 | 0.2294 | 1.0946 | 0.5672 | 2.296 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 199 | 95 | 104 | 165 | 79 | 86 |
Losing Trades | 42 | 25 | 17 | 76 | 41 | 35 |
Profitability (%) | 82.5726 | 79.1667 | 85.9504 | 68.4647 | 65.8333 | 71.0744 |
Ratio Avg Win / Avg Loss | 0.0854 | 0.376 | 0.0375 | 0.5042 | 0.2944 | 0.9344 |
Largest Winning Trade | 19531 | 19531 | 16369 | 53766755 | 8888123 | 53766755 |
Largest Losing Trade | -1113641 | -53350 | -1113641 | -44028568 | -44028568 | -15670160 |
Avg Bars in Trades | 33 | 40 | 27 | 33 | 40 | 27 |
Avg Bars in Winners | 11 | 12 | 9 | 14 | 14 | 14 |
Avg Bars in Losers | 142 | 143 | 139 | 76 | 89 | 61 |
Bars Traded | 8193 | 4818 | 3375 | 8193 | 4818 | 3375 |
Profit Streak | 75.488 | 75.488 | 265.988 | 75.488 | 75.488 | 265.988 |
Trades During Streak | 19 | 9 | 18 | 19 | 9 | 18 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573591 | -279798 | -574345 | -104379 | -577336 | 535364 |
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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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