Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -42178.402 | 153705.6072 | -195884.0092 | 38472456.6013 | -1875035.5923 | 40347492.1935 |
Total P&L (%) | -42.1784 | 153.7056 | -195.884 | 38472.4566 | -1875.0356 | 40347.4922 |
Avg Daily Profit (%) | -0.0194 | 0.0707 | -0.0901 | 0.2743 | 0 | 0.2765 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -504273 | -89398 | -534673 | -20600448 | -22496605 | -7035349 |
Profit Factor | 0.9614 | 1.5558 | 0.7604 | 1.4764 | 0.961 | 2.2369 |
Total Trades | 363 | 182 | 181 | 363 | 182 | 181 |
Winning Trades | 308 | 145 | 163 | 282 | 134 | 148 |
Losing Trades | 55 | 37 | 18 | 81 | 48 | 33 |
Profitability (%) | 84.8485 | 79.6703 | 90.0552 | 77.686 | 73.6264 | 81.768 |
Ratio Avg Win / Avg Loss | 0.1717 | 0.397 | 0.084 | 0.4241 | 0.3443 | 0.4988 |
Largest Winning Trade | 25655 | 14899 | 25655 | 6485929 | 1871860 | 6485929 |
Largest Losing Trade | -393169 | -47419 | -393169 | -14493332 | -14493332 | -7035349 |
Avg Bars in Trades | 35 | 21 | 48 | 35 | 21 | 48 |
Avg Bars in Winners | 17 | 9 | 25 | 20 | 9 | 30 |
Avg Bars in Losers | 131 | 70 | 257 | 86 | 55 | 131 |
Bars Traded | 12763 | 3913 | 8851 | 12763 | 3913 | 8851 |
Profit Streak | 3.6851 | 3.6851 | 94.1851 | 3.6851 | 3.6851 | 94.1851 |
Trades During Streak | 4 | 2 | 15 | 4 | 2 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574119 | -94088 | -573536 | 505976 | -577093 | 597856 |
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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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