Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -880515.7134 | 207611.8541 | -1088127.5675 | 16861675.0309 | -84113495.8546 | 100975170.8855 |
Total P&L (%) | -880.5157 | 207.6119 | -1088.1276 | 16861.675 | -84113.4959 | 100975.1709 |
Avg Daily Profit (%) | -0.3896 | 0.0919 | -0.4815 | 0.2274 | 0 | 0.3066 |
Buy And Hold Return (%) | 574.2126 | 574.2126 | 574.2126 | 574.2126 | 574.2126 | 574.2126 |
Max Trade Drawdown | -1113833 | -136165 | -1225524 | -193048824 | -171166081 | -54409935 |
Profit Factor | 0.4642 | 1.9853 | 0.2405 | 1.0643 | 0.5693 | 2.5068 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 62 | 29 | 33 | 52 | 23 | 29 |
Losing Trades | 15 | 9 | 6 | 25 | 15 | 10 |
Profitability (%) | 80.5195 | 76.3158 | 84.6154 | 67.5325 | 60.5263 | 74.359 |
Ratio Avg Win / Avg Loss | 0.1123 | 0.6161 | 0.0437 | 0.5117 | 0.3713 | 0.8644 |
Largest Winning Trade | 74729 | 74729 | 36872 | 35274978 | 35274978 | 30412263 |
Largest Losing Trade | -977940 | -54416 | -977940 | -110140463 | -110140463 | -30468567 |
Avg Bars in Trades | 53 | 60 | 46 | 53 | 60 | 46 |
Avg Bars in Winners | 21 | 23 | 19 | 25 | 22 | 27 |
Avg Bars in Losers | 185 | 181 | 191 | 110 | 118 | 99 |
Bars Traded | 4095 | 2299 | 1796 | 4095 | 2299 | 1796 |
Profit Streak | 75.9278 | 75.9278 | 257.4278 | 75.9278 | 75.9278 | 257.4278 |
Trades During Streak | 9 | 4 | 8 | 9 | 4 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -621214 | -230260 | -574954 | -185316 | -577980 | 561341 |
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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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