Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1450839.6665 | 10568.3935 | -1461408.06 | 916597.9854 | -22316103.7976 | 23232701.783 |
Total P&L (%) | -1450.8397 | 10.5684 | -1461.4081 | 916.598 | -22316.1038 | 23232.7018 |
Avg Daily Profit (%) | -0.643 | 0.0047 | -0.6477 | 0.1028 | 0 | 0.2419 |
Buy And Hold Return (%) | 362.1212 | 362.1212 | 362.1212 | 362.1212 | 362.1212 | 362.1212 |
Max Trade Drawdown | -1579670 | -156436 | -1543881 | -22746634 | -22468526 | -3583518 |
Profit Factor | 0.2827 | 1.0308 | 0.13 | 1.0229 | 0.2875 | 3.6522 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 43 | 18 | 25 | 39 | 17 | 22 |
Losing Trades | 40 | 23 | 17 | 44 | 24 | 20 |
Profitability (%) | 51.8072 | 43.9024 | 59.5238 | 46.988 | 41.4634 | 52.381 |
Ratio Avg Win / Avg Loss | 0.263 | 1.3172 | 0.0884 | 1.154 | 0.4058 | 3.3202 |
Largest Winning Trade | 74399 | 74399 | 46381 | 25845525 | 5146101 | 25845525 |
Largest Losing Trade | -1104621 | -55406 | -1104621 | -8375696 | -8375696 | -1438668 |
Avg Bars in Trades | 76 | 89 | 63 | 76 | 89 | 63 |
Avg Bars in Winners | 40 | 47 | 35 | 50 | 55 | 47 |
Avg Bars in Losers | 114 | 122 | 104 | 98 | 113 | 81 |
Bars Traded | 6330 | 3661 | 2669 | 6330 | 3661 | 2669 |
Profit Streak | 72.0032 | 72.0032 | 276.3365 | 72.0032 | 72.0032 | 276.3365 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580445 | -540733 | -578150 | -255251 | -583504 | 608556 |
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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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