Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1177990.0554 | 163434.2529 | -1341424.3083 | 23137491.4948 | 8726309.5854 | 14411181.9093 |
Total P&L (%) | -1177.9901 | 163.4343 | -1341.4243 | 23137.4915 | 8726.3096 | 14411.1819 |
Avg Daily Profit (%) | -0.5223 | 0.0725 | -0.5947 | 0.2419 | 0.1988 | 0.2209 |
Buy And Hold Return (%) | 348.6071 | 348.6071 | 348.6071 | 348.6071 | 348.6071 | 348.6071 |
Max Trade Drawdown | -1559397 | -37579 | -1597485 | -45259894 | -8637928 | -40116605 |
Profit Factor | 0.4004 | 1.8545 | 0.2435 | 1.2605 | 1.3101 | 1.2375 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 83 | 40 | 43 | 83 | 38 | 45 |
Losing Trades | 34 | 18 | 16 | 34 | 20 | 14 |
Profitability (%) | 70.9402 | 68.9655 | 72.8814 | 70.9402 | 65.5172 | 76.2712 |
Ratio Avg Win / Avg Loss | 0.164 | 0.8345 | 0.0906 | 0.5163 | 0.6895 | 0.385 |
Largest Winning Trade | 48194 | 48194 | 33389 | 9812068 | 3479043 | 9812068 |
Largest Losing Trade | -1372708 | -37579 | -1372708 | -21492392 | -8637928 | -21492392 |
Avg Bars in Trades | 37 | 14 | 59 | 37 | 14 | 59 |
Avg Bars in Winners | 17 | 6 | 27 | 23 | 6 | 37 |
Avg Bars in Losers | 85 | 32 | 144 | 71 | 29 | 131 |
Bars Traded | 4351 | 850 | 3501 | 4351 | 850 | 3501 |
Profit Streak | 77.5468 | 77.5468 | 243.5468 | 77.5468 | 77.5468 | 243.5468 |
Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576104 | -437990 | -753022 | 404789 | -170701 | -165553 |
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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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