Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1120458.1047 | 55436.0553 | -1175894.16 | -9029573.1705 | 15030626.3068 | -24060199.4773 |
Total P&L (%) | -1120.4581 | 55.4361 | -1175.8942 | -9029.5732 | 15030.6263 | -24060.1995 |
Avg Daily Profit (%) | -0.6148 | 0.0304 | -0.6453 | 0 | 0.2758 | 0 |
Buy And Hold Return (%) | 788.978 | 788.978 | 788.978 | 788.978 | 788.978 | 788.978 |
Max Trade Drawdown | -1201769 | -75121 | -1233952 | -104585566 | -13977220 | -92904396 |
Profit Factor | 0.4383 | 1.2556 | 0.3387 | 0.9566 | 1.3493 | 0.8541 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 85 | 41 | 44 | 84 | 44 | 40 |
Losing Trades | 84 | 44 | 40 | 85 | 41 | 44 |
Profitability (%) | 50.2959 | 48.2353 | 52.381 | 49.7041 | 51.7647 | 47.619 |
Ratio Avg Win / Avg Loss | 0.4332 | 1.3475 | 0.3079 | 0.968 | 1.2573 | 0.9395 |
Largest Winning Trade | 50806 | 24002 | 50806 | 17540180 | 10692928 | 17540180 |
Largest Losing Trade | -642071 | -29007 | -642071 | -64895753 | -4410684 | -64895753 |
Avg Bars in Trades | 125 | 34 | 217 | 125 | 34 | 217 |
Avg Bars in Winners | 107 | 31 | 178 | 134 | 31 | 247 |
Avg Bars in Losers | 143 | 38 | 260 | 116 | 38 | 189 |
Bars Traded | 21214 | 2963 | 18250 | 21214 | 2963 | 18250 |
Profit Streak | 46.6966 | 86.4466 | 0 | 0 | 0 | 92.1132 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579295 | -318666 | -580798 | -580007 | 323018 | -581474 |
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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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