Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1082963.532 | 25647.3425 | -1108610.8745 | 149019.0172 | -9274990.5357 | 9424009.5529 |
Total P&L (%) | -1082.9635 | 25.6473 | -1108.6109 | 149.019 | -9274.9905 | 9424.0096 |
Avg Daily Profit (%) | -0.5777 | 0.0137 | -0.5913 | 0.0487 | 0 | 0.2433 |
Buy And Hold Return (%) | 253.2913 | 253.2913 | 253.2913 | 253.2913 | 253.2913 | 253.2913 |
Max Trade Drawdown | -1158178 | -100423 | -1169068 | -11377697 | -9468468 | -9823466 |
Profit Factor | 0.3965 | 1.0999 | 0.2791 | 1.005 | 0.3852 | 1.6525 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 191 | 91 | 100 | 179 | 83 | 96 |
Losing Trades | 58 | 34 | 24 | 70 | 42 | 28 |
Profitability (%) | 76.7068 | 72.8 | 80.6452 | 71.8876 | 66.4 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.1204 | 0.411 | 0.067 | 0.393 | 0.1949 | 0.482 |
Largest Winning Trade | 33386 | 23858 | 33386 | 11279398 | 1251474 | 11279398 |
Largest Losing Trade | -939091 | -53640 | -939091 | -9323915 | -5911779 | -9323915 |
Avg Bars in Trades | 86 | 45 | 128 | 86 | 45 | 128 |
Avg Bars in Winners | 45 | 17 | 70 | 58 | 18 | 93 |
Avg Bars in Losers | 223 | 122 | 367 | 157 | 98 | 247 |
Bars Traded | 21593 | 5704 | 15888 | 21593 | 5704 | 15888 |
Profit Streak | 38.1738 | 38.1738 | 39.5071 | 38.1738 | 38.1738 | 39.5071 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574506 | -448597 | -575785 | -504678 | -577885 | 480779 |
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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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