Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -430239.6692 | 83318.2883 | -513557.9575 | 11907948.3855 | 3437260.8689 | 8470687.5166 |
Total P&L (%) | -430.2397 | 83.3183 | -513.558 | 11907.9484 | 3437.2609 | 8470.6875 |
Avg Daily Profit (%) | -0.237 | 0.0459 | -0.283 | 0.2642 | 0.1967 | 0.2455 |
Buy And Hold Return (%) | 690.8559 | 690.8559 | 690.8559 | 690.8559 | 690.8559 | 690.8559 |
Max Trade Drawdown | -658287 | -67595 | -661489 | -3213663 | -969938 | -2975703 |
Profit Factor | 0.5673 | 1.6492 | 0.4069 | 2.2374 | 2.1282 | 2.288 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 116 | 53 | 63 | 64 | 33 | 31 |
Losing Trades | 21 | 16 | 5 | 73 | 36 | 37 |
Profitability (%) | 84.6715 | 76.8116 | 92.6471 | 46.7153 | 47.8261 | 45.5882 |
Ratio Avg Win / Avg Loss | 0.1027 | 0.4979 | 0.0323 | 2.5521 | 2.3217 | 2.7308 |
Largest Winning Trade | 30029 | 30029 | 27118 | 6143146 | 1217803 | 6143146 |
Largest Losing Trade | -531872 | -67595 | -531872 | -2928873 | -719209 | -2928873 |
Avg Bars in Trades | 43 | 15 | 71 | 43 | 15 | 71 |
Avg Bars in Winners | 21 | 6 | 34 | 45 | 19 | 72 |
Avg Bars in Losers | 162 | 45 | 539 | 42 | 11 | 71 |
Bars Traded | 5969 | 1075 | 4894 | 5969 | 1075 | 4894 |
Profit Streak | 155.8378 | 155.8378 | 220.5878 | 155.8378 | 155.8378 | 220.5878 |
Trades During Streak | 6 | 3 | 11 | 6 | 3 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574352 | -393606 | -683292 | 481379 | -90471 | -96843 |
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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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