Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1285925.7474 | 715330.8011 | -2001256.5484 | 950725556.412 | -596686160.843 | 1547411717.255 |
Total P&L (%) | -1285.9257 | 715.3308 | -2001.2565 | 950725.5564 | -596686.1608 | 1547411.7173 |
Avg Daily Profit (%) | -0.5683 | 0.3161 | -0.8844 | 0.4056 | 0 | 0.4272 |
Buy And Hold Return (%) | 11840.7732 | 11840.7732 | 11840.7732 | 11840.7732 | 11840.7732 | 11840.7732 |
Max Trade Drawdown | -2064936 | -69811 | -2101077 | -1324438124 | -976646359 | -468549743 |
Profit Factor | 0.4868 | 5.4364 | 0.1463 | 1.5063 | 0.5638 | 4.034 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 39 | 19 | 20 | 31 | 15 | 16 |
Losing Trades | 25 | 13 | 12 | 33 | 17 | 16 |
Profitability (%) | 60.9375 | 59.375 | 62.5 | 48.4375 | 46.875 | 50 |
Ratio Avg Win / Avg Loss | 0.312 | 3.7196 | 0.0878 | 1.6034 | 0.639 | 4.034 |
Largest Winning Trade | 377005 | 377005 | 49209 | 1487416935 | 328405874 | 1487416935 |
Largest Losing Trade | -2064936 | -32615 | -2064936 | -563649705 | -563649705 | -125325324 |
Avg Bars in Trades | 131 | 139 | 123 | 131 | 139 | 123 |
Avg Bars in Winners | 118 | 124 | 112 | 146 | 165 | 127 |
Avg Bars in Losers | 151 | 160 | 140 | 117 | 116 | 118 |
Bars Traded | 8399 | 4462 | 3937 | 8399 | 4462 | 3937 |
Profit Streak | 125.6451 | 125.6451 | 243.1451 | 125.6451 | 125.6451 | 592.3951 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721901 | -146883 | -578599 | -130897 | -581459 | 661836 |
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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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