Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1286128.6187 | 168550.5746 | -1454679.1933 | 9886156.9909 | 18295475.1166 | -8409318.1257 |
Total P&L (%) | -1286.1286 | 168.5506 | -1454.6792 | 9886.157 | 18295.4751 | -8409.3181 |
Avg Daily Profit (%) | -0.5128 | 0.0672 | -0.58 | 0.1837 | 0.2081 | 0 |
Buy And Hold Return (%) | 2142.0969 | 2142.0969 | 2142.0969 | 2142.0969 | 2142.0969 | 2142.0969 |
Max Trade Drawdown | -1668769 | -13826 | -1683645 | -52279220 | -7239557 | -57128584 |
Profit Factor | 0.3109 | 7.5061 | 0.2097 | 1.1184 | 2.947 | 0.8866 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 54 | 28 | 26 | 54 | 27 | 27 |
Losing Trades | 9 | 4 | 5 | 9 | 5 | 4 |
Profitability (%) | 85.7143 | 87.5 | 83.871 | 85.7143 | 84.375 | 87.0968 |
Ratio Avg Win / Avg Loss | 0.0518 | 1.0723 | 0.0403 | 0.1864 | 0.5457 | 0.1313 |
Largest Winning Trade | 31131 | 18716 | 31131 | 9008616 | 4808259 | 9008616 |
Largest Losing Trade | -1510892 | -11805 | -1510892 | -52174464 | -3776034 | -52174464 |
Avg Bars in Trades | 68 | 13 | 126 | 68 | 13 | 126 |
Avg Bars in Winners | 29 | 9 | 51 | 45 | 9 | 81 |
Avg Bars in Losers | 303 | 38 | 516 | 209 | 31 | 431 |
Bars Traded | 4341 | 416 | 3925 | 4341 | 416 | 3925 |
Profit Streak | 105.2973 | 835.7973 | 0 | 105.2973 | 835.7973 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -726772 | -255306 | -576552 | -231759 | 608660 | -576239 |
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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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