Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -534206.8198 | 398124.3972 | -932331.217 | 40474526.9601 | 15149070.9571 | 25325456.0031 |
Total P&L (%) | -534.2068 | 398.1244 | -932.3312 | 40474.527 | 15149.071 | 25325.456 |
Avg Daily Profit (%) | -0.272 | 0.2027 | -0.4747 | 0.3063 | 0.2563 | 0.2824 |
Buy And Hold Return (%) | 2192.4471 | 2192.4471 | 2192.4471 | 2192.4471 | 2192.4471 | 2192.4471 |
Max Trade Drawdown | -1047378 | -64802 | -1110624 | -30705052 | -21345656 | -11658763 |
Profit Factor | 0.6102 | 3.3526 | 0.2239 | 1.4948 | 1.3112 | 1.7648 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 109 | 59 | 50 | 107 | 56 | 51 |
Losing Trades | 28 | 9 | 19 | 30 | 12 | 18 |
Profitability (%) | 79.562 | 86.7647 | 72.4638 | 78.1022 | 82.3529 | 73.913 |
Ratio Avg Win / Avg Loss | 0.1567 | 0.5114 | 0.0851 | 0.4191 | 0.281 | 0.6229 |
Largest Winning Trade | 40541 | 40541 | 24220 | 20249099 | 5760474 | 20249099 |
Largest Losing Trade | -976191 | -61668 | -976191 | -21137773 | -21137773 | -8415029 |
Avg Bars in Trades | 35 | 56 | 15 | 35 | 56 | 15 |
Avg Bars in Winners | 15 | 24 | 5 | 16 | 24 | 7 |
Avg Bars in Losers | 112 | 265 | 40 | 102 | 201 | 36 |
Bars Traded | 4854 | 3811 | 1043 | 4854 | 3811 | 1043 |
Profit Streak | 575.869 | 719.2023 | 575.869 | 575.869 | 719.2023 | 575.869 |
Trades During Streak | 2 | 14 | 1 | 2 | 14 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575346 | -257651 | -678685 | 496647 | -96635 | -88408 |
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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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