Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1130395.9873 | 138101.5673 | -1268497.5546 | 22560071.145 | -51076439.5763 | 73636510.7213 |
Total P&L (%) | -1130.396 | 138.1016 | -1268.4976 | 22560.0711 | -51076.4396 | 73636.5107 |
Avg Daily Profit (%) | -0.501 | 0.0612 | -0.5622 | 0.2406 | 0 | 0.2931 |
Buy And Hold Return (%) | 440.4752 | 440.4752 | 440.4752 | 440.4752 | 440.4752 | 440.4752 |
Max Trade Drawdown | -1327092 | -84691 | -1405840 | -92552538 | -87947043 | -31403670 |
Profit Factor | 0.4153 | 1.49 | 0.2319 | 1.107 | 0.6486 | 2.1255 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 177 | 86 | 91 | 155 | 74 | 81 |
Losing Trades | 36 | 20 | 16 | 58 | 32 | 26 |
Profitability (%) | 83.0986 | 81.1321 | 85.0467 | 72.77 | 69.8113 | 75.7009 |
Ratio Avg Win / Avg Loss | 0.0845 | 0.3465 | 0.0408 | 0.4142 | 0.2805 | 0.6823 |
Largest Winning Trade | 20066 | 20066 | 14391 | 35857783 | 7967763 | 35857783 |
Largest Losing Trade | -1087320 | -54130 | -1087320 | -48410684 | -48410684 | -18350462 |
Avg Bars in Trades | 28 | 34 | 23 | 28 | 34 | 23 |
Avg Bars in Winners | 8 | 10 | 7 | 11 | 11 | 12 |
Avg Bars in Losers | 127 | 137 | 113 | 74 | 87 | 59 |
Bars Traded | 6145 | 3630 | 2515 | 6145 | 3630 | 2515 |
Profit Streak | 47.7354 | 47.7354 | 266.0687 | 47.7354 | 47.7354 | 266.0687 |
Trades During Streak | 7 | 3 | 14 | 7 | 3 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573594 | -271975 | -574537 | -90135 | -576786 | 550462 |
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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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