Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1290890.0839 | 64266.3522 | -1355156.4362 | 1141572.9974 | -51515154.0971 | 52656727.0945 |
Total P&L (%) | -1290.8901 | 64.2664 | -1355.1564 | 1141.573 | -51515.1541 | 52656.7271 |
Avg Daily Profit (%) | -0.5695 | 0.0284 | -0.5979 | 0.1112 | 0 | 0.2769 |
Buy And Hold Return (%) | 360.8005 | 360.8005 | 360.8005 | 360.8005 | 360.8005 | 360.8005 |
Max Trade Drawdown | -1375681 | -169608 | -1415988 | -102456665 | -84610916 | -19583909 |
Profit Factor | 0.3587 | 1.1927 | 0.1931 | 1.0071 | 0.5422 | 2.1147 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 149 | 74 | 75 | 119 | 58 | 61 |
Losing Trades | 32 | 16 | 16 | 62 | 32 | 30 |
Profitability (%) | 82.3204 | 82.2222 | 82.4176 | 65.7459 | 64.4444 | 67.033 |
Ratio Avg Win / Avg Loss | 0.077 | 0.2579 | 0.0412 | 0.5247 | 0.2991 | 1.04 |
Largest Winning Trade | 42682 | 42682 | 26947 | 56548063 | 11445949 | 56548063 |
Largest Losing Trade | -965005 | -56000 | -965005 | -42000219 | -42000219 | -14121733 |
Avg Bars in Trades | 33 | 44 | 22 | 33 | 44 | 22 |
Avg Bars in Winners | 8 | 11 | 6 | 11 | 13 | 10 |
Avg Bars in Losers | 147 | 194 | 100 | 74 | 99 | 48 |
Bars Traded | 6052 | 3979 | 2074 | 6052 | 3979 | 2074 |
Profit Streak | 86.0326 | 86.0326 | 161.6993 | 86.0326 | 86.0326 | 161.6993 |
Trades During Streak | 9 | 4 | 8 | 9 | 4 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573818 | -325534 | -574910 | -256824 | -577533 | 560043 |
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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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