Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1259338.2492 | 189409.011 | -1448747.2602 | 19564519.107 | 12763660.3335 | 6800858.7735 |
Total P&L (%) | -1259.3382 | 189.409 | -1448.7473 | 19564.5191 | 12763.6603 | 6800.8588 |
Avg Daily Profit (%) | -0.6797 | 0.1022 | -0.7819 | 0.2854 | 0.2625 | 0.2288 |
Buy And Hold Return (%) | 5114.2912 | 5114.2912 | 5114.2912 | 5114.2912 | 5114.2912 | 5114.2912 |
Max Trade Drawdown | -1394759 | -89621 | -1502822 | -10973841 | -8011748 | -8975270 |
Profit Factor | 0.4229 | 1.653 | 0.2344 | 1.3866 | 1.6403 | 1.2218 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 89 | 44 | 45 | 65 | 34 | 31 |
Losing Trades | 50 | 26 | 24 | 74 | 36 | 38 |
Profitability (%) | 64.0288 | 62.8571 | 65.2174 | 46.7626 | 48.5714 | 44.9275 |
Ratio Avg Win / Avg Loss | 0.2376 | 0.9768 | 0.125 | 1.5786 | 1.7367 | 1.4976 |
Largest Winning Trade | 51250 | 47213 | 51250 | 13878400 | 4399992 | 13878400 |
Largest Losing Trade | -821020 | -62510 | -821020 | -7308554 | -7308554 | -5748524 |
Avg Bars in Trades | 156 | 152 | 159 | 156 | 152 | 159 |
Avg Bars in Winners | 85 | 88 | 82 | 164 | 166 | 162 |
Avg Bars in Losers | 282 | 262 | 304 | 149 | 140 | 158 |
Bars Traded | 21739 | 10705 | 11034 | 21739 | 10705 | 11034 |
Profit Streak | 36.002 | 86.5853 | 36.002 | 36.002 | 86.5853 | 36.002 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577153 | -313085 | -679942 | 311840 | -85557 | -158679 |
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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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