Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -677068.5841 | 687569.2 | -1364637.7841 | 333450819.2182 | 185343250.9518 | 148107568.2664 |
Total P&L (%) | -677.0686 | 687.5692 | -1364.6378 | 333450.8192 | 185343.251 | 148107.5683 |
Avg Daily Profit (%) | -0.2991 | 0.3037 | -0.6028 | 0.359 | 0.333 | 0.323 |
Buy And Hold Return (%) | 9222.7799 | 9222.7799 | 9222.7799 | 9222.7799 | 9222.7799 | 9222.7799 |
Max Trade Drawdown | -1604491 | -48962 | -1625741 | -62539946 | -80006557 | -14850326 |
Profit Factor | 0.647 | 4.1006 | 0.1956 | 3.4852 | 2.668 | 7.4235 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 34 | 17 | 17 | 36 | 18 | 18 |
Losing Trades | 25 | 13 | 12 | 23 | 12 | 11 |
Profitability (%) | 57.6271 | 56.6667 | 58.6207 | 61.0169 | 60 | 62.069 |
Ratio Avg Win / Avg Loss | 0.4757 | 3.1358 | 0.138 | 2.2266 | 1.7786 | 4.5366 |
Largest Winning Trade | 354742 | 354742 | 64315 | 161162224 | 161162224 | 83394948 |
Largest Losing Trade | -1014753 | -43094 | -1014753 | -47689620 | -47689620 | -14850326 |
Avg Bars in Trades | 219 | 259 | 177 | 219 | 259 | 177 |
Avg Bars in Winners | 278 | 326 | 231 | 276 | 318 | 233 |
Avg Bars in Losers | 137 | 171 | 100 | 129 | 171 | 84 |
Bars Traded | 12928 | 7792 | 5136 | 12928 | 7792 | 5136 |
Profit Streak | 179.7232 | 183.0565 | 179.7232 | 179.7232 | 183.0565 | 179.7232 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757932 | -147929 | -579130 | -160652 | 593420 | 709624 |
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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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