Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -806250.5862 | 745794.0119 | -1552044.5981 | 35809761.7994 | -171132807.0041 | 206942568.8035 |
Total P&L (%) | -806.2506 | 745.794 | -1552.0446 | 35809.7618 | -171132.807 | 206942.5688 |
Avg Daily Profit (%) | -0.357 | 0.3302 | -0.6872 | 0.2608 | 0 | 0.3386 |
Buy And Hold Return (%) | 9326.7964 | 9326.7964 | 9326.7964 | 9326.7964 | 9326.7964 | 9326.7964 |
Max Trade Drawdown | -1608082 | -102515 | -1648400 | -400799907 | -274969461 | -133486822 |
Profit Factor | 0.641 | 3.4707 | 0.2016 | 1.0503 | 0.5924 | 1.7089 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 92 | 44 | 48 | 114 | 63 | 51 |
Losing Trades | 120 | 62 | 58 | 98 | 43 | 55 |
Profitability (%) | 43.3962 | 41.5094 | 45.283 | 53.7736 | 59.434 | 48.1132 |
Ratio Avg Win / Avg Loss | 0.8361 | 4.8905 | 0.2436 | 0.9029 | 0.4044 | 1.8429 |
Largest Winning Trade | 503142 | 503142 | 43278 | 230465411 | 39666191 | 230465411 |
Largest Losing Trade | -1551167 | -37085 | -1551167 | -167882394 | -167882394 | -35404336 |
Avg Bars in Trades | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Winners | 41 | 43 | 40 | 29 | 29 | 28 |
Avg Bars in Losers | 20 | 20 | 20 | 30 | 30 | 31 |
Bars Traded | 6341 | 3173 | 3168 | 6341 | 3173 | 3168 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -581958 | -153284 | -582606 | -158785 | -579549 | 422391 |
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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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