Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2465615.1552 | 121707.899 | -2587323.0543 | 212205940.435 | 58849245.6393 | 153356694.7958 |
Total P&L (%) | -2465.6152 | 121.7079 | -2587.3231 | 212205.9404 | 58849.2456 | 153356.6948 |
Avg Daily Profit (%) | -1.3212 | 0.0652 | -1.3864 | 0.4113 | 0.3424 | 0.3939 |
Buy And Hold Return (%) | 8739.2593 | 8739.2593 | 8739.2593 | 8739.2593 | 8739.2593 | 8739.2593 |
Max Trade Drawdown | -2598121 | -50745 | -2684699 | -218555010 | -80587822 | -181399184 |
Profit Factor | 0.2571 | 1.6011 | 0.1698 | 1.3275 | 1.3534 | 1.3186 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 77 | 37 | 40 | 69 | 32 | 37 |
Losing Trades | 40 | 22 | 18 | 48 | 27 | 21 |
Profitability (%) | 65.812 | 62.7119 | 68.9655 | 58.9744 | 54.2373 | 63.7931 |
Ratio Avg Win / Avg Loss | 0.1336 | 0.952 | 0.0764 | 0.9235 | 1.1419 | 0.7484 |
Largest Winning Trade | 56219 | 33818 | 56219 | 218490835 | 33262133 | 218490835 |
Largest Losing Trade | -1686889 | -21976 | -1686889 | -168941143 | -36067049 | -168941143 |
Avg Bars in Trades | 91 | 23 | 160 | 91 | 23 | 160 |
Avg Bars in Winners | 65 | 22 | 105 | 91 | 23 | 150 |
Avg Bars in Losers | 142 | 26 | 284 | 92 | 24 | 179 |
Bars Traded | 10731 | 1411 | 9320 | 10731 | 1411 | 9320 |
Profit Streak | 107.2167 | 184.2167 | 107.2167 | 107.2167 | 184.2167 | 107.2167 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577063 | -444771 | -757813 | 405278 | -165008 | -169480 |
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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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