Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -78578.2413 | 145232.8851 | -223811.1264 | 43440520.829 | -4851742.68 | 48292263.509 |
Total P&L (%) | -78.5782 | 145.2329 | -223.8111 | 43440.5208 | -4851.7427 | 48292.2635 |
Avg Daily Profit (%) | -0.0364 | 0.0672 | -0.1035 | 0.2815 | 0 | 0.2864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -463866 | -59237 | -531929 | -17570789 | -27321943 | -14378593 |
Profit Factor | 0.9221 | 1.6943 | 0.7201 | 1.4647 | 0.9092 | 2.2064 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 167 | 79 | 88 | 143 | 67 | 76 |
Losing Trades | 25 | 17 | 8 | 49 | 29 | 20 |
Profitability (%) | 86.9792 | 82.2917 | 91.6667 | 74.4792 | 69.7917 | 79.1667 |
Ratio Avg Win / Avg Loss | 0.138 | 0.3646 | 0.0655 | 0.5019 | 0.3935 | 0.5806 |
Largest Winning Trade | 24121 | 16699 | 24121 | 6034627 | 2980319 | 6034627 |
Largest Losing Trade | -414619 | -31940 | -414619 | -14378593 | -13479985 | -14378593 |
Avg Bars in Trades | 63 | 22 | 104 | 63 | 22 | 104 |
Avg Bars in Winners | 43 | 9 | 73 | 51 | 10 | 87 |
Avg Bars in Losers | 199 | 81 | 449 | 99 | 49 | 172 |
Bars Traded | 12208 | 2142 | 10066 | 12208 | 2142 | 10066 |
Profit Streak | 281.0398 | 388.7065 | 281.0398 | 281.0398 | 388.7065 | 281.0398 |
Trades During Streak | 10 | 8 | 5 | 10 | 8 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573425 | -96980 | -574382 | 498179 | -576518 | 552613 |
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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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