Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1399102.9088 | 65342.8754 | -1464445.7842 | 858403.9144 | 14201889.0376 | -13343485.1232 |
Total P&L (%) | -1399.1029 | 65.3429 | -1464.4458 | 858.4039 | 14201.889 | -13343.4851 |
Avg Daily Profit (%) | -0.7487 | 0.035 | -0.7837 | 0.121 | 0.2659 | 0 |
Buy And Hold Return (%) | 6169.8435 | 6169.8435 | 6169.8435 | 6169.8435 | 6169.8435 | 6169.8435 |
Max Trade Drawdown | -1492918 | -163238 | -1514231 | -29228421 | -12421654 | -20286652 |
Profit Factor | 0.3607 | 1.1941 | 0.2091 | 1.015 | 1.7179 | 0.6437 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 186 | 93 | 93 | 132 | 67 | 65 |
Losing Trades | 50 | 25 | 25 | 104 | 51 | 53 |
Profitability (%) | 78.8136 | 78.8136 | 78.8136 | 55.9322 | 56.7797 | 55.0847 |
Ratio Avg Win / Avg Loss | 0.0969 | 0.321 | 0.0562 | 0.7997 | 1.3076 | 0.5248 |
Largest Winning Trade | 20108 | 16771 | 20108 | 8693198 | 8693198 | 6486354 |
Largest Losing Trade | -638278 | -63346 | -638278 | -14312084 | -2461503 | -14312084 |
Avg Bars in Trades | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Winners | 8 | 8 | 7 | 28 | 30 | 26 |
Avg Bars in Losers | 109 | 104 | 113 | 30 | 26 | 34 |
Bars Traded | 6998 | 3415 | 3583 | 6998 | 3415 | 3583 |
Profit Streak | 54.2338 | 86.2338 | 54.2338 | 54.2338 | 86.2338 | 54.2338 |
Trades During Streak | 13 | 10 | 6 | 13 | 10 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573800 | -314969 | -575432 | -398496 | 303270 | -578786 |
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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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