Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1330898.7451 | 599251.017 | -1930149.7621 | 220802348.8499 | -99768584.6564 | 320570933.5063 |
Total P&L (%) | -1330.8987 | 599.251 | -1930.1498 | 220802.3489 | -99768.5847 | 320570.9335 |
Avg Daily Profit (%) | -0.5897 | 0.2655 | -0.8552 | 0.3418 | 0 | 0.3583 |
Buy And Hold Return (%) | 9323.1962 | 9323.1962 | 9323.1962 | 9323.1962 | 9323.1962 | 9323.1962 |
Max Trade Drawdown | -1933593 | -67876 | -2029620 | -258529342 | -186891780 | -90735786 |
Profit Factor | 0.4491 | 4.4456 | 0.1391 | 1.4876 | 0.6746 | 3.1921 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 52 | 25 | 27 | 50 | 27 | 23 |
Losing Trades | 39 | 21 | 18 | 41 | 19 | 22 |
Profitability (%) | 57.1429 | 54.3478 | 60 | 54.9451 | 58.6957 | 51.1111 |
Ratio Avg Win / Avg Loss | 0.3368 | 3.7343 | 0.0927 | 1.2199 | 0.4747 | 3.0533 |
Largest Winning Trade | 362047 | 362047 | 34887 | 352153165 | 52244317 | 352153165 |
Largest Losing Trade | -1930786 | -27873 | -1930786 | -132128688 | -132128688 | -25652841 |
Avg Bars in Trades | 70 | 77 | 64 | 70 | 77 | 64 |
Avg Bars in Winners | 76 | 84 | 69 | 56 | 58 | 54 |
Avg Bars in Losers | 63 | 69 | 56 | 88 | 104 | 75 |
Bars Traded | 6450 | 3555 | 2895 | 6450 | 3555 | 2895 |
Profit Streak | 67.7371 | 68.4037 | 0 | 67.7371 | 68.4037 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579050 | -148596 | -579415 | 429194 | -579018 | 565264 |
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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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