Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -475460.4141 | 196049.9634 | -671510.3775 | 31823814.4784 | 5945407.153 | 25878407.3254 |
Total P&L (%) | -475.4604 | 196.05 | -671.5104 | 31823.8145 | 5945.4072 | 25878.4073 |
Avg Daily Profit (%) | -0.1897 | 0.0782 | -0.268 | 0.2304 | 0.1638 | 0.2221 |
Buy And Hold Return (%) | 373.4795 | 373.4795 | 373.4795 | 373.4795 | 373.4795 | 373.4795 |
Max Trade Drawdown | -840121 | -90026 | -815147 | -11160809 | -12248206 | -10177128 |
Profit Factor | 0.6537 | 1.7043 | 0.3865 | 1.849 | 1.3144 | 2.3934 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 77 | 35 | 42 | 71 | 35 | 36 |
Losing Trades | 62 | 34 | 28 | 68 | 34 | 34 |
Profitability (%) | 55.3957 | 50.7246 | 60 | 51.0791 | 50.7246 | 51.4286 |
Ratio Avg Win / Avg Loss | 0.5263 | 1.6556 | 0.2577 | 1.7709 | 1.2768 | 2.2604 |
Largest Winning Trade | 66767 | 66767 | 35996 | 31297838 | 12045149 | 31297838 |
Largest Losing Trade | -590189 | -36032 | -590189 | -8028086 | -8028086 | -5203121 |
Avg Bars in Trades | 51 | 49 | 52 | 51 | 49 | 52 |
Avg Bars in Winners | 47 | 37 | 56 | 54 | 60 | 48 |
Avg Bars in Losers | 55 | 62 | 47 | 48 | 38 | 57 |
Bars Traded | 7118 | 3430 | 3688 | 7118 | 3430 | 3688 |
Profit Streak | 0 | 153.9013 | 0 | 0 | 153.9013 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579710 | -351667 | -673662 | 443299 | -92722 | -81209 |
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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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