Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1272545.2144 | 37662.6779 | -1310207.8923 | 388751.975 | -17713654.05 | 18102406.025 |
Total P&L (%) | -1272.5452 | 37.6627 | -1310.2079 | 388.752 | -17713.6541 | 18102.406 |
Avg Daily Profit (%) | -0.5632 | 0.0167 | -0.5799 | 0.0702 | 0 | 0.2306 |
Buy And Hold Return (%) | 67.3292 | 67.3292 | 67.3292 | 67.3292 | 67.3292 | 67.3292 |
Max Trade Drawdown | -1353817 | -115563 | -1398865 | -34956807 | -26703551 | -11670594 |
Profit Factor | 0.3964 | 1.095 | 0.2346 | 1.0056 | 0.6119 | 1.7796 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 173 | 82 | 91 | 155 | 73 | 82 |
Losing Trades | 40 | 24 | 16 | 58 | 33 | 25 |
Profitability (%) | 81.2207 | 77.3585 | 85.0467 | 72.77 | 68.8679 | 76.6355 |
Ratio Avg Win / Avg Loss | 0.0916 | 0.3205 | 0.0412 | 0.3763 | 0.2766 | 0.5426 |
Largest Winning Trade | 50383 | 50383 | 16761 | 11293145 | 2748239 | 11293145 |
Largest Losing Trade | -825933 | -62331 | -825933 | -21992220 | -21992220 | -8489279 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 6 | 6 | 6 | 8 | 7 | 8 |
Avg Bars in Losers | 80 | 79 | 82 | 52 | 55 | 48 |
Bars Traded | 4344 | 2405 | 1939 | 4344 | 2405 | 1939 |
Profit Streak | 10.729 | 0 | 134.229 | 10.729 | 0 | 134.229 |
Trades During Streak | 1 | 0 | 10 | 1 | 0 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574730 | -450214 | -574532 | -310954 | -578048 | 511722 |
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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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