Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1001977.1663 | 263255.9054 | -1265233.0718 | 48158796.5822 | 15215028.9296 | 32943767.6526 |
Total P&L (%) | -1001.9772 | 263.2559 | -1265.2331 | 48158.7966 | 15215.0289 | 32943.7677 |
Avg Daily Profit (%) | -0.4435 | 0.1165 | -0.5601 | 0.2739 | 0.223 | 0.2571 |
Buy And Hold Return (%) | 9685.2761 | 9685.2761 | 9685.2761 | 9685.2761 | 9685.2761 | 9685.2761 |
Max Trade Drawdown | -1382559 | -85280 | -1415528 | -26105505 | -19093203 | -25641373 |
Profit Factor | 0.4957 | 1.903 | 0.2538 | 1.6023 | 1.3869 | 1.8107 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 73 | 32 | 41 | 67 | 38 | 29 |
Losing Trades | 57 | 33 | 24 | 63 | 27 | 36 |
Profitability (%) | 56.1538 | 49.2308 | 63.0769 | 51.5385 | 58.4615 | 44.6154 |
Ratio Avg Win / Avg Loss | 0.3871 | 1.9624 | 0.1485 | 1.5066 | 0.9854 | 2.2477 |
Largest Winning Trade | 82071 | 82071 | 35779 | 35762212 | 10400780 | 35762212 |
Largest Losing Trade | -566611 | -37358 | -566611 | -7118168 | -5964383 | -7118168 |
Avg Bars in Trades | 49 | 52 | 46 | 49 | 52 | 46 |
Avg Bars in Winners | 41 | 47 | 37 | 54 | 54 | 54 |
Avg Bars in Losers | 60 | 57 | 63 | 44 | 50 | 40 |
Bars Traded | 6480 | 3433 | 3047 | 6480 | 3433 | 3047 |
Profit Streak | 103.7396 | 103.7396 | 236.4063 | 103.7396 | 103.7396 | 335.7396 |
Trades During Streak | 8 | 4 | 7 | 8 | 4 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578087 | -330175 | -709313 | 447726 | -131756 | -123400 |
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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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