Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1629960.6403 | 337586.3259 | -1967546.9662 | 33373322.1324 | 32434801.5722 | 938520.5603 |
Total P&L (%) | -1629.9606 | 337.5863 | -1967.547 | 33373.3221 | 32434.8016 | 938.5206 |
Avg Daily Profit (%) | -0.8784 | 0.1819 | -1.0603 | 0.3138 | 0.3122 | 0.1262 |
Buy And Hold Return (%) | 11072.537 | 11072.537 | 11072.537 | 11072.537 | 11072.537 | 11072.537 |
Max Trade Drawdown | -2107149 | -114986 | -2071969 | -16911200 | -8946454 | -16772020 |
Profit Factor | 0.3209 | 2.6381 | 0.1033 | 1.643 | 2.5664 | 1.0301 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 97 | 47 | 50 | 91 | 43 | 48 |
Losing Trades | 21 | 12 | 9 | 27 | 16 | 11 |
Profitability (%) | 82.2034 | 79.661 | 84.7458 | 77.1186 | 72.8814 | 81.3559 |
Ratio Avg Win / Avg Loss | 0.0695 | 0.6735 | 0.0186 | 0.4875 | 0.9549 | 0.2361 |
Largest Winning Trade | 316318 | 316318 | 17520 | 21646864 | 21646864 | 7658987 |
Largest Losing Trade | -1636583 | -57769 | -1636583 | -15600071 | -8946454 | -15600071 |
Avg Bars in Trades | 43 | 48 | 38 | 43 | 48 | 38 |
Avg Bars in Winners | 19 | 23 | 15 | 25 | 27 | 22 |
Avg Bars in Losers | 156 | 148 | 166 | 106 | 105 | 107 |
Bars Traded | 5146 | 2879 | 2267 | 5146 | 2879 | 2267 |
Profit Streak | 38.7466 | 132.7466 | 38.7466 | 38.7466 | 132.7466 | 38.7466 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574653 | -327508 | -752561 | 424140 | -164391 | -551117 |
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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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