Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1215638.8762 | 102793.5857 | -1318432.4619 | 12673831.1799 | -39868315.7445 | 52542146.9244 |
Total P&L (%) | -1215.6389 | 102.7936 | -1318.4325 | 12673.8312 | -39868.3157 | 52542.1469 |
Avg Daily Profit (%) | -0.535 | 0.0452 | -0.5802 | 0.2137 | 0 | 0.2761 |
Buy And Hold Return (%) | 364.7006 | 364.7006 | 364.7006 | 364.7006 | 364.7006 | 364.7006 |
Max Trade Drawdown | -1351691 | -93990 | -1431695 | -70441716 | -67356869 | -27493761 |
Profit Factor | 0.3792 | 1.3669 | 0.2143 | 1.0762 | 0.6432 | 1.9631 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 168 | 83 | 85 | 150 | 72 | 78 |
Losing Trades | 35 | 18 | 17 | 53 | 29 | 24 |
Profitability (%) | 82.7586 | 82.1782 | 83.3333 | 73.8916 | 71.2871 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.079 | 0.2964 | 0.0429 | 0.3803 | 0.2591 | 0.604 |
Largest Winning Trade | 20066 | 20066 | 14391 | 28090603 | 6757981 | 28090603 |
Largest Losing Trade | -1087320 | -53245 | -1087320 | -36970034 | -36970034 | -15239060 |
Avg Bars in Trades | 30 | 35 | 24 | 30 | 35 | 24 |
Avg Bars in Winners | 8 | 9 | 7 | 11 | 9 | 13 |
Avg Bars in Losers | 135 | 158 | 110 | 83 | 100 | 62 |
Bars Traded | 6145 | 3605 | 2540 | 6145 | 3605 | 2540 |
Profit Streak | 28.2636 | 0 | 295.9303 | 28.2636 | 0 | 295.9303 |
Trades During Streak | 1 | 0 | 17 | 1 | 0 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575017 | -295348 | -574684 | -125503 | -578025 | 538272 |
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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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