Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1090798.3602 | 614936.5839 | -1705734.944 | 353487868.2428 | -282540639.4318 | 636028507.6746 |
Total P&L (%) | -1090.7984 | 614.9366 | -1705.7349 | 353487.8682 | -282540.6394 | 636028.5077 |
Avg Daily Profit (%) | -0.4821 | 0.2718 | -0.7538 | 0.3618 | 0 | 0.3878 |
Buy And Hold Return (%) | 11239.5074 | 11239.5074 | 11239.5074 | 11239.5074 | 11239.5074 | 11239.5074 |
Max Trade Drawdown | -1731568 | -76690 | -1810863 | -409112788 | -370601589 | -144257060 |
Profit Factor | 0.5168 | 3.9051 | 0.1663 | 1.3958 | 0.5429 | 3.313 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 84 | 34 | 50 | 76 | 43 | 33 |
Losing Trades | 70 | 43 | 27 | 78 | 34 | 44 |
Profitability (%) | 54.5455 | 44.1558 | 64.9351 | 49.3506 | 55.8442 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.4307 | 4.9389 | 0.0898 | 1.4326 | 0.4292 | 4.4174 |
Largest Winning Trade | 336365 | 336365 | 41749 | 752723964 | 87454008 | 752723964 |
Largest Losing Trade | -1715625 | -27069 | -1715625 | -153702880 | -153702880 | -27735595 |
Avg Bars in Trades | 54 | 55 | 54 | 54 | 55 | 54 |
Avg Bars in Winners | 57 | 69 | 49 | 55 | 50 | 62 |
Avg Bars in Losers | 50 | 43 | 62 | 53 | 60 | 47 |
Bars Traded | 8406 | 4240 | 4166 | 8406 | 4240 | 4166 |
Profit Streak | 128.0162 | 128.0162 | 206.7662 | 128.0162 | 128.0162 | 206.7662 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578422 | -193798 | -619930 | 417718 | -621133 | -28166 |
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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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