Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -465196.9938 | 230870.1318 | -696067.1255 | 30880920.4356 | 9219250.6205 | 21661669.8151 |
Total P&L (%) | -465.197 | 230.8701 | -696.0671 | 30880.9204 | 9219.2506 | 21661.6698 |
Avg Daily Profit (%) | -0.1891 | 0.0938 | -0.2829 | 0.2334 | 0.1845 | 0.219 |
Buy And Hold Return (%) | 3021.2278 | 3021.2278 | 3021.2278 | 3021.2278 | 3021.2278 | 3021.2278 |
Max Trade Drawdown | -849218 | -37799 | -849218 | -20304698 | -4351574 | -16409259 |
Profit Factor | 0.5721 | 5.9201 | 0.3309 | 1.9778 | 1.9665 | 1.9828 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 80 | 41 | 39 | 42 | 23 | 19 |
Losing Trades | 9 | 4 | 5 | 47 | 22 | 25 |
Profitability (%) | 89.8876 | 91.1111 | 88.6364 | 47.191 | 51.1111 | 43.1818 |
Ratio Avg Win / Avg Loss | 0.0644 | 0.5776 | 0.0424 | 2.2133 | 1.881 | 2.6089 |
Largest Winning Trade | 34214 | 30870 | 34214 | 27464769 | 3161143 | 27464769 |
Largest Losing Trade | -849218 | -25149 | -849218 | -4986268 | -1947236 | -4986268 |
Avg Bars in Trades | 45 | 9 | 82 | 45 | 9 | 82 |
Avg Bars in Winners | 19 | 4 | 35 | 37 | 10 | 69 |
Avg Bars in Losers | 272 | 56 | 446 | 52 | 7 | 92 |
Bars Traded | 4029 | 408 | 3621 | 4029 | 408 | 3621 |
Profit Streak | 225.5607 | 415.5607 | 225.5607 | 225.5607 | 415.5607 | 225.5607 |
Trades During Streak | 13 | 10 | 6 | 13 | 10 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573830 | -221001 | -574561 | 461091 | 379173 | 388910 |
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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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