Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -936757.0522 | 191195.5097 | -1127952.5619 | 19142929.3773 | -39068767.7996 | 58211697.177 |
Total P&L (%) | -936.7571 | 191.1955 | -1127.9526 | 19142.9294 | -39068.7678 | 58211.6972 |
Avg Daily Profit (%) | -0.412 | 0.0841 | -0.4961 | 0.2316 | 0 | 0.2805 |
Buy And Hold Return (%) | 392.5044 | 392.5044 | 392.5044 | 392.5044 | 392.5044 | 392.5044 |
Max Trade Drawdown | -1204593 | -83075 | -1278032 | -60289983 | -63902832 | -29662859 |
Profit Factor | 0.4455 | 1.8424 | 0.2287 | 1.1262 | 0.6123 | 2.1441 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 51 | 22 | 29 | 45 | 20 | 25 |
Losing Trades | 24 | 15 | 9 | 30 | 17 | 13 |
Profitability (%) | 68 | 59.4595 | 76.3158 | 60 | 54.0541 | 65.7895 |
Ratio Avg Win / Avg Loss | 0.2096 | 1.2562 | 0.071 | 0.7508 | 0.5205 | 1.1149 |
Largest Winning Trade | 96353 | 96353 | 46225 | 30337310 | 26936576 | 30337310 |
Largest Losing Trade | -977940 | -38364 | -977940 | -24307072 | -23847558 | -24307072 |
Avg Bars in Trades | 53 | 63 | 43 | 53 | 63 | 43 |
Avg Bars in Winners | 20 | 21 | 20 | 26 | 24 | 27 |
Avg Bars in Losers | 123 | 126 | 120 | 94 | 109 | 74 |
Bars Traded | 4023 | 2354 | 1669 | 4023 | 2354 | 1669 |
Profit Streak | 89.4784 | 89.4784 | 294.4784 | 89.4784 | 89.4784 | 294.4784 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -638083 | -242279 | -575963 | -133375 | -579688 | 545157 |
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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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