Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -787441.8344 | 143273.2762 | -930715.1106 | -7980291.6337 | -17012721.5144 | 9032429.8808 |
Total P&L (%) | -787.4418 | 143.2733 | -930.7151 | -7980.2916 | -17012.7215 | 9032.4299 |
Avg Daily Profit (%) | -0.4326 | 0.0787 | -0.5113 | 0 | 0 | 0.2483 |
Buy And Hold Return (%) | 600.8555 | 600.8555 | 600.8555 | 600.8555 | 600.8555 | 600.8555 |
Max Trade Drawdown | -954374 | -164859 | -1014065 | -47385341 | -33175282 | -16769313 |
Profit Factor | 0.5725 | 1.3521 | 0.3514 | 0.9092 | 0.6618 | 1.2405 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 163 | 82 | 81 | 120 | 55 | 65 |
Losing Trades | 98 | 49 | 49 | 141 | 76 | 65 |
Profitability (%) | 62.4521 | 62.5954 | 62.3077 | 45.977 | 41.9847 | 50 |
Ratio Avg Win / Avg Loss | 0.3442 | 0.808 | 0.2125 | 1.0683 | 0.9145 | 1.2405 |
Largest Winning Trade | 53780 | 53780 | 33735 | 13736732 | 4798666 | 13736732 |
Largest Losing Trade | -538254 | -72935 | -538254 | -27233949 | -27233949 | -10595437 |
Avg Bars in Trades | 41 | 43 | 38 | 41 | 43 | 38 |
Avg Bars in Winners | 19 | 20 | 18 | 41 | 44 | 39 |
Avg Bars in Losers | 77 | 82 | 71 | 40 | 42 | 38 |
Bars Traded | 10721 | 5694 | 5027 | 10721 | 5694 | 5027 |
Profit Streak | 7.2072 | 28.3738 | 0 | 0 | 0 | 21.0405 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577116 | -251969 | -579391 | -579310 | -584101 | 324576 |
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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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