Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -224582.1175 | 253125.0448 | -477707.1622 | 39944248.7476 | 8869024.3483 | 31075224.3993 |
Total P&L (%) | -224.5821 | 253.125 | -477.7072 | 39944.2487 | 8869.0243 | 31075.2244 |
Avg Daily Profit (%) | -0.0894 | 0.1008 | -0.1902 | 0.2389 | 0.1792 | 0.2289 |
Buy And Hold Return (%) | 387.0262 | 387.0262 | 387.0262 | 387.0262 | 387.0262 | 387.0262 |
Max Trade Drawdown | -553055 | -58854 | -601581 | -11618879 | -10998419 | -8780997 |
Profit Factor | 0.7771 | 2.6023 | 0.4376 | 2.3364 | 1.5769 | 3.1406 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 59 | 28 | 31 | 31 | 14 | 17 |
Losing Trades | 24 | 13 | 11 | 52 | 27 | 25 |
Profitability (%) | 71.0843 | 68.2927 | 73.8095 | 37.3494 | 34.1463 | 40.4762 |
Ratio Avg Win / Avg Loss | 0.3161 | 1.2082 | 0.1553 | 3.9191 | 3.0412 | 4.6185 |
Largest Winning Trade | 105126 | 105126 | 36424 | 29566254 | 16926347 | 29566254 |
Largest Losing Trade | -467068 | -37946 | -467068 | -4855762 | -4855762 | -2136345 |
Avg Bars in Trades | 86 | 97 | 76 | 86 | 97 | 76 |
Avg Bars in Winners | 66 | 58 | 73 | 109 | 139 | 84 |
Avg Bars in Losers | 136 | 181 | 82 | 73 | 75 | 70 |
Bars Traded | 7185 | 3986 | 3199 | 7185 | 3986 | 3199 |
Profit Streak | 0 | 126.1183 | 0 | 0 | 126.1183 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579044 | -216958 | -577648 | 238418 | 200771 | 382538 |
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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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