Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1607436.9653 | 9142.1654 | -1616579.1307 | 16985434.1851 | 72628398.7997 | -55642964.6145 |
Total P&L (%) | -1607.437 | 9.1422 | -1616.5791 | 16985.4342 | 72628.3988 | -55642.9646 |
Avg Daily Profit (%) | -0.6932 | 0.0039 | -0.6971 | 0.2219 | 0.2845 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1893660 | -127965 | -1874363 | -140328846 | -31737508 | -143392572 |
Profit Factor | 0.3667 | 1.0323 | 0.2833 | 1.0743 | 2.1575 | 0.6647 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 193 | 89 | 104 | 121 | 60 | 61 |
Losing Trades | 41 | 28 | 13 | 113 | 57 | 56 |
Profitability (%) | 82.4786 | 76.0684 | 88.8889 | 51.7094 | 51.2821 | 52.1368 |
Ratio Avg Win / Avg Loss | 0.0779 | 0.3248 | 0.0354 | 1.0032 | 2.0496 | 0.6102 |
Largest Winning Trade | 24933 | 19792 | 24933 | 96384708 | 96384708 | 39522228 |
Largest Losing Trade | -1516859 | -79467 | -1516859 | -41747284 | -5457418 | -41747284 |
Avg Bars in Trades | 38 | 15 | 62 | 38 | 15 | 62 |
Avg Bars in Winners | 20 | 5 | 33 | 39 | 16 | 61 |
Avg Bars in Losers | 125 | 46 | 296 | 38 | 13 | 63 |
Bars Traded | 9078 | 1758 | 7320 | 9078 | 1758 | 7320 |
Profit Streak | 102.084 | 102.084 | 122.084 | 102.084 | 102.084 | 122.084 |
Trades During Streak | 10 | 5 | 8 | 10 | 5 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573794 | -534832 | -574465 | -127525 | 521972 | -579219 |
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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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