Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1195025.2169 | 53197.1944 | -1248222.4113 | 2131116.3278 | -32937602.6302 | 35068718.9581 |
Total P&L (%) | -1195.0252 | 53.1972 | -1248.2224 | 2131.1163 | -32937.6026 | 35068.719 |
Avg Daily Profit (%) | -0.5266 | 0.0234 | -0.55 | 0.1369 | 0 | 0.2587 |
Buy And Hold Return (%) | 508.4885 | 508.4885 | 508.4885 | 508.4885 | 508.4885 | 508.4885 |
Max Trade Drawdown | -1306483 | -143718 | -1318032 | -36761972 | -34922774 | -7008546 |
Profit Factor | 0.3279 | 1.1812 | 0.1592 | 1.0292 | 0.4399 | 3.4632 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 75 | 37 | 38 | 57 | 26 | 31 |
Losing Trades | 22 | 11 | 11 | 40 | 22 | 18 |
Profitability (%) | 77.3196 | 77.0833 | 77.551 | 58.7629 | 54.1667 | 63.2653 |
Ratio Avg Win / Avg Loss | 0.0962 | 0.3512 | 0.0461 | 0.7222 | 0.3722 | 2.0109 |
Largest Winning Trade | 50383 | 50383 | 29057 | 28275315 | 5474992 | 28275315 |
Largest Losing Trade | -900801 | -57863 | -900801 | -21368079 | -21368079 | -2829211 |
Avg Bars in Trades | 41 | 44 | 38 | 41 | 44 | 38 |
Avg Bars in Winners | 15 | 13 | 17 | 21 | 13 | 28 |
Avg Bars in Losers | 132 | 151 | 113 | 70 | 82 | 55 |
Bars Traded | 4054 | 2159 | 1895 | 4054 | 2159 | 1895 |
Profit Streak | 87.4711 | 87.4711 | 283.4711 | 87.4711 | 87.4711 | 283.4711 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575163 | -345226 | -575674 | -199060 | -578786 | 662921 |
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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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