Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -284899.707 | 501247.6201 | -786147.3271 | 45482315.5412 | 25354153.0574 | 20128162.4838 |
Total P&L (%) | -284.8997 | 501.2476 | -786.1473 | 45482.3155 | 25354.1531 | 20128.1625 |
Avg Daily Profit (%) | -0.1534 | 0.27 | -0.4234 | 0.3303 | 0.2988 | 0.2864 |
Buy And Hold Return (%) | 7597.9609 | 7597.9609 | 7597.9609 | 7597.9609 | 7597.9609 | 7597.9609 |
Max Trade Drawdown | -659144 | -38747 | -856156 | -49876600 | -14411591 | -45149754 |
Profit Factor | 0.8228 | 2.4976 | 0.3826 | 1.3037 | 1.4653 | 1.2113 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 77 | 39 | 38 | 69 | 37 | 32 |
Losing Trades | 56 | 28 | 28 | 64 | 30 | 34 |
Profitability (%) | 57.8947 | 58.209 | 57.5758 | 51.8797 | 55.2239 | 48.4848 |
Ratio Avg Win / Avg Loss | 0.5984 | 1.7932 | 0.2819 | 1.2093 | 1.188 | 1.287 |
Largest Winning Trade | 154564 | 154564 | 37036 | 73378994 | 15324696 | 73378994 |
Largest Losing Trade | -340860 | -38747 | -340860 | -42055869 | -6734901 | -42055869 |
Avg Bars in Trades | 40 | 35 | 45 | 40 | 35 | 45 |
Avg Bars in Winners | 37 | 38 | 37 | 36 | 36 | 37 |
Avg Bars in Losers | 44 | 31 | 57 | 44 | 34 | 54 |
Bars Traded | 5393 | 2367 | 3027 | 5393 | 2367 | 3027 |
Profit Streak | 16.6217 | 16.6217 | 18.2884 | 16.6217 | 16.6217 | 18.2884 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578333 | -267424 | -702910 | 368873 | -108265 | -118808 |
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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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