Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1690518.1047 | 104072.6972 | -1794590.8019 | 11981568.0614 | 11218731.1659 | 762836.8955 |
Total P&L (%) | -1690.5181 | 104.0727 | -1794.5908 | 11981.5681 | 11218.7312 | 762.8369 |
Avg Daily Profit (%) | -0.676 | 0.0416 | -0.7176 | 0.1919 | 0.1893 | 0.0862 |
Buy And Hold Return (%) | 1789.7094 | 1789.7094 | 1789.7094 | 1789.7094 | 1789.7094 | 1789.7094 |
Max Trade Drawdown | -1979503 | -15221 | -1985877 | -48001949 | -7021201 | -49724899 |
Profit Factor | 0.233 | 3.524 | 0.1702 | 1.1566 | 2.0878 | 1.0115 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 65 | 33 | 32 | 61 | 30 | 31 |
Losing Trades | 12 | 6 | 6 | 16 | 9 | 7 |
Profitability (%) | 84.4156 | 84.6154 | 84.2105 | 79.2208 | 76.9231 | 81.5789 |
Ratio Avg Win / Avg Loss | 0.043 | 0.6407 | 0.0319 | 0.3034 | 0.6263 | 0.2284 |
Largest Winning Trade | 34404 | 9852 | 34404 | 12392803 | 2444991 | 12392803 |
Largest Losing Trade | -1784706 | -14077 | -1784706 | -28954435 | -6146882 | -28954435 |
Avg Bars in Trades | 84 | 6 | 164 | 84 | 6 | 164 |
Avg Bars in Winners | 33 | 4 | 64 | 56 | 4 | 106 |
Avg Bars in Losers | 358 | 20 | 697 | 192 | 14 | 421 |
Bars Traded | 6513 | 264 | 6249 | 6513 | 264 | 6249 |
Profit Streak | 98.9983 | 830.9983 | 0 | 98.9983 | 830.9983 | 0 |
Trades During Streak | 1 | 9 | 0 | 1 | 9 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -621899 | -293101 | -576466 | -83829 | 498948 | -448675 |
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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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