Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1112968.3648 | 122445.834 | -1235414.1988 | 46199122.8672 | 16297293.0358 | 29901829.8314 |
Total P&L (%) | -1112.9684 | 122.4458 | -1235.4142 | 46199.1229 | 16297.293 | 29901.8298 |
Avg Daily Profit (%) | -0.5903 | 0.0649 | -0.6552 | 0.3261 | 0.2708 | 0.303 |
Buy And Hold Return (%) | 330.0951 | 330.0951 | 330.0951 | 330.0951 | 330.0951 | 330.0951 |
Max Trade Drawdown | -1379047 | -42338 | -1393359 | -18070850 | -2055185 | -18594194 |
Profit Factor | 0.4851 | 1.7399 | 0.3811 | 1.7103 | 2.4218 | 1.5581 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 121 | 59 | 62 | 101 | 51 | 50 |
Losing Trades | 88 | 46 | 42 | 108 | 54 | 54 |
Profitability (%) | 57.8947 | 56.1905 | 59.6154 | 48.3254 | 48.5714 | 48.0769 |
Ratio Avg Win / Avg Loss | 0.3528 | 1.3565 | 0.2581 | 1.8288 | 2.5643 | 1.6827 |
Largest Winning Trade | 61040 | 35072 | 61040 | 17062135 | 4975899 | 17062135 |
Largest Losing Trade | -557639 | -9713 | -557639 | -9916513 | -1655915 | -9916513 |
Avg Bars in Trades | 106 | 18 | 194 | 106 | 18 | 194 |
Avg Bars in Winners | 92 | 19 | 162 | 109 | 18 | 202 |
Avg Bars in Losers | 124 | 17 | 242 | 103 | 19 | 187 |
Bars Traded | 22209 | 1953 | 20256 | 22209 | 1953 | 20256 |
Profit Streak | 75.0279 | 75.0279 | 76.3613 | 75.0279 | 75.0279 | 76.3613 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577141 | -267626 | -578437 | 515468 | 506806 | 433304 |
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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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