Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -246565.6163 | 83356.1313 | -329921.7475 | 23505515.3225 | -12875966.5678 | 36381481.8903 |
Total P&L (%) | -246.5656 | 83.3561 | -329.9217 | 23505.5153 | -12875.9666 | 36381.4819 |
Avg Daily Profit (%) | -0.1135 | 0.0384 | -0.1519 | 0.2519 | 0 | 0.272 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -600335 | -90473 | -640525 | -28335529 | -30133850 | -11594107 |
Profit Factor | 0.7785 | 1.4269 | 0.6406 | 1.2507 | 0.7372 | 1.8128 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 154 | 70 | 84 | 142 | 66 | 76 |
Losing Trades | 45 | 30 | 15 | 57 | 34 | 23 |
Profitability (%) | 77.3869 | 70 | 84.8485 | 71.3568 | 66 | 76.7677 |
Ratio Avg Win / Avg Loss | 0.2275 | 0.6115 | 0.1144 | 0.502 | 0.3798 | 0.5486 |
Largest Winning Trade | 39312 | 18286 | 39312 | 7188232 | 2081349 | 7188232 |
Largest Losing Trade | -447598 | -30597 | -447598 | -11264489 | -11264489 | -10085625 |
Avg Bars in Trades | 20 | 4 | 36 | 20 | 4 | 36 |
Avg Bars in Winners | 12 | 1 | 21 | 13 | 1 | 24 |
Avg Bars in Losers | 47 | 10 | 122 | 37 | 9 | 78 |
Bars Traded | 4106 | 447 | 3659 | 4106 | 447 | 3659 |
Profit Streak | 5.1128 | 6.1128 | 0 | 5.1128 | 6.1128 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575193 | -138886 | -576430 | 410402 | -577740 | 459779 |
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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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