Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1034164.971 | 71962.5212 | -1106127.4922 | 1907374.3053 | -18332318.2264 | 20239692.5317 |
Total P&L (%) | -1034.165 | 71.9625 | -1106.1275 | 1907.3743 | -18332.3182 | 20239.6925 |
Avg Daily Profit (%) | -0.4581 | 0.0319 | -0.49 | 0.133 | 0 | 0.2357 |
Buy And Hold Return (%) | 347.0864 | 347.0864 | 347.0864 | 347.0864 | 347.0864 | 347.0864 |
Max Trade Drawdown | -1170975 | -124063 | -1197576 | -24563890 | -20179284 | -7568130 |
Profit Factor | 0.3758 | 1.2543 | 0.1948 | 1.0473 | 0.3814 | 2.9008 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 60 | 29 | 31 | 48 | 21 | 27 |
Losing Trades | 18 | 10 | 8 | 30 | 18 | 12 |
Profitability (%) | 76.9231 | 74.359 | 79.4872 | 61.5385 | 53.8462 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.1127 | 0.4325 | 0.0503 | 0.6546 | 0.3269 | 1.2893 |
Largest Winning Trade | 74733 | 74733 | 46381 | 15525589 | 3868458 | 15525589 |
Largest Losing Trade | -884626 | -51887 | -884626 | -13376128 | -13376128 | -5156903 |
Avg Bars in Trades | 83 | 91 | 75 | 83 | 91 | 75 |
Avg Bars in Winners | 32 | 27 | 36 | 46 | 31 | 59 |
Avg Bars in Losers | 254 | 275 | 227 | 141 | 160 | 112 |
Bars Traded | 6492 | 3550 | 2943 | 6492 | 3550 | 2943 |
Profit Streak | 156.6134 | 156.6134 | 261.6134 | 156.6134 | 156.6134 | 261.6134 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -614257 | -313380 | -575538 | -221693 | -578876 | 600503 |
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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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