Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -420291.0699 | 504924.8156 | -925215.8855 | 61735836.3376 | 33109274.6851 | 28626561.6525 |
Total P&L (%) | -420.2911 | 504.9248 | -925.2159 | 61735.8363 | 33109.2747 | 28626.5617 |
Avg Daily Profit (%) | -0.214 | 0.2571 | -0.4711 | 0.3278 | 0.296 | 0.2886 |
Buy And Hold Return (%) | 1653.2348 | 1653.2348 | 1653.2348 | 1653.2348 | 1653.2348 | 1653.2348 |
Max Trade Drawdown | -1208389 | -52543 | -1223455 | -23044203 | -10300418 | -18135153 |
Profit Factor | 0.7675 | 3.2586 | 0.416 | 1.6309 | 2.0691 | 1.4281 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 86 | 48 | 38 | 88 | 48 | 40 |
Losing Trades | 49 | 19 | 30 | 47 | 19 | 28 |
Profitability (%) | 63.7037 | 71.6418 | 55.8824 | 65.1852 | 71.6418 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.4373 | 1.2899 | 0.3284 | 0.8711 | 0.819 | 0.9996 |
Largest Winning Trade | 102888 | 102888 | 64394 | 16657830 | 16657830 | 12973271 |
Largest Losing Trade | -962164 | -40601 | -962164 | -13771820 | -7586865 | -13771820 |
Avg Bars in Trades | 41 | 24 | 59 | 41 | 24 | 59 |
Avg Bars in Winners | 33 | 20 | 49 | 34 | 21 | 49 |
Avg Bars in Losers | 56 | 32 | 71 | 56 | 31 | 72 |
Bars Traded | 5649 | 1625 | 4024 | 5649 | 1625 | 4024 |
Profit Streak | 404.1141 | 407.4474 | 404.1141 | 404.1141 | 407.4474 | 404.1141 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577681 | -265145 | -688610 | 458244 | -102997 | -99456 |
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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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