Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1084236.0331 | 128496.3482 | -1212732.3813 | 10550571.8034 | -87095817.9278 | 97646389.7312 |
Total P&L (%) | -1084.236 | 128.4963 | -1212.7324 | 10550.5718 | -87095.8179 | 97646.3897 |
Avg Daily Profit (%) | -0.4808 | 0.057 | -0.5377 | 0.2072 | 0 | 0.3058 |
Buy And Hold Return (%) | 350.6272 | 350.6272 | 350.6272 | 350.6272 | 350.6272 | 350.6272 |
Max Trade Drawdown | -1250019 | -115177 | -1328899 | -109672135 | -103278070 | -21501310 |
Profit Factor | 0.4299 | 1.3749 | 0.2221 | 1.0507 | 0.4608 | 3.0922 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 146 | 68 | 78 | 122 | 56 | 66 |
Losing Trades | 37 | 23 | 14 | 61 | 35 | 26 |
Profitability (%) | 79.7814 | 74.7253 | 84.7826 | 66.6667 | 61.5385 | 71.7391 |
Ratio Avg Win / Avg Loss | 0.1089 | 0.465 | 0.0399 | 0.5253 | 0.288 | 1.2181 |
Largest Winning Trade | 50383 | 50383 | 15074 | 77919815 | 8988070 | 77919815 |
Largest Losing Trade | -917573 | -59760 | -917573 | -54834334 | -54834334 | -11137269 |
Avg Bars in Trades | 46 | 48 | 44 | 46 | 48 | 44 |
Avg Bars in Winners | 18 | 16 | 20 | 22 | 15 | 27 |
Avg Bars in Losers | 158 | 143 | 182 | 95 | 101 | 87 |
Bars Traded | 8535 | 4413 | 4122 | 8535 | 4413 | 4122 |
Profit Streak | 17.0521 | 17.0521 | 17.3021 | 17.0521 | 17.0521 | 17.3021 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574315 | -279089 | -574924 | -153592 | -578114 | 650004 |
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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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