Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -138044.6692 | 179232.472 | -317277.1412 | 37372558.628 | 2937075.2834 | 34435483.3446 |
Total P&L (%) | -138.0447 | 179.2325 | -317.2771 | 37372.5586 | 2937.0753 | 34435.4833 |
Avg Daily Profit (%) | -0.0763 | 0.099 | -0.1753 | 0.3279 | 0.1887 | 0.3234 |
Buy And Hold Return (%) | 197.4654 | 197.4654 | 197.4654 | 197.4654 | 197.4654 | 197.4654 |
Max Trade Drawdown | -646957 | -68545 | -668053 | -21081189 | -21081189 | -5970831 |
Profit Factor | 0.8485 | 1.9477 | 0.5606 | 1.9386 | 1.109 | 3.6777 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 117 | 55 | 62 | 107 | 49 | 58 |
Losing Trades | 22 | 15 | 7 | 32 | 21 | 11 |
Profitability (%) | 84.1727 | 78.5714 | 89.8551 | 76.9784 | 70 | 84.058 |
Ratio Avg Win / Avg Loss | 0.1595 | 0.5312 | 0.0633 | 0.5798 | 0.4753 | 0.6975 |
Largest Winning Trade | 26718 | 26718 | 25900 | 13281953 | 4051909 | 13281953 |
Largest Losing Trade | -374035 | -68545 | -374035 | -21081189 | -21081189 | -5970831 |
Avg Bars in Trades | 34 | 22 | 46 | 34 | 22 | 46 |
Avg Bars in Winners | 13 | 6 | 20 | 21 | 6 | 34 |
Avg Bars in Losers | 143 | 83 | 272 | 76 | 61 | 105 |
Bars Traded | 4786 | 1608 | 3178 | 4786 | 1608 | 3178 |
Profit Streak | 11.9739 | 11.9739 | 12.3072 | 11.9739 | 11.9739 | 12.3072 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574266 | -314768 | -676526 | 566949 | -184618 | -83172 |
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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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