Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1058510.1328 | 272531.8558 | -1331041.9886 | 1157648.4071 | -16086493.5778 | 17244141.9849 |
Total P&L (%) | -1058.5101 | 272.5319 | -1331.042 | 1157.6484 | -16086.4936 | 17244.142 |
Avg Daily Profit (%) | -0.5392 | 0.1388 | -0.6781 | 0.1291 | 0 | 0.263 |
Buy And Hold Return (%) | 1780.0793 | 1780.0793 | 1780.0793 | 1780.0793 | 1780.0793 | 1780.0793 |
Max Trade Drawdown | -1379508 | -71136 | -1489842 | -27794504 | -18204832 | -14662160 |
Profit Factor | 0.5191 | 1.7113 | 0.2678 | 1.0205 | 0.4336 | 1.6131 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 125 | 60 | 65 | 125 | 58 | 67 |
Losing Trades | 89 | 47 | 42 | 89 | 49 | 40 |
Profitability (%) | 58.4112 | 56.0748 | 60.7477 | 58.4112 | 54.2056 | 62.6168 |
Ratio Avg Win / Avg Loss | 0.3696 | 1.3405 | 0.1731 | 0.7266 | 0.3663 | 0.963 |
Largest Winning Trade | 99166 | 99166 | 26284 | 32168670 | 1940470 | 32168670 |
Largest Losing Trade | -1330219 | -60321 | -1330219 | -14662160 | -13290300 | -14662160 |
Avg Bars in Trades | 53 | 56 | 49 | 53 | 56 | 49 |
Avg Bars in Winners | 38 | 38 | 38 | 39 | 39 | 39 |
Avg Bars in Losers | 73 | 79 | 67 | 72 | 76 | 66 |
Bars Traded | 11408 | 6062 | 5346 | 11408 | 6062 | 5346 |
Profit Streak | 435.6605 | 435.6605 | 498.3272 | 435.6605 | 435.6605 | 498.3272 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577228 | -170236 | -578282 | -382204 | -579917 | 417211 |
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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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