Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -952672.9242 | 123231.1769 | -1075904.1011 | 7684517.0755 | -21189662.6272 | 28874179.7027 |
Total P&L (%) | -952.6729 | 123.2312 | -1075.9041 | 7684.5171 | -21189.6626 | 28874.1797 |
Avg Daily Profit (%) | -0.4209 | 0.0544 | -0.4753 | 0.1926 | 0 | 0.2508 |
Buy And Hold Return (%) | 510.4853 | 510.4853 | 510.4853 | 510.4853 | 510.4853 | 510.4853 |
Max Trade Drawdown | -1076568 | -112704 | -1168258 | -43704586 | -43854747 | -18185412 |
Profit Factor | 0.3829 | 1.6022 | 0.1965 | 1.0862 | 0.6631 | 2.0983 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 47 | 23 | 24 | 37 | 17 | 20 |
Losing Trades | 14 | 7 | 7 | 24 | 13 | 11 |
Profitability (%) | 77.0492 | 76.6667 | 77.4194 | 60.6557 | 56.6667 | 64.5161 |
Ratio Avg Win / Avg Loss | 0.114 | 0.4876 | 0.0573 | 0.7045 | 0.5071 | 1.1541 |
Largest Winning Trade | 71194 | 71194 | 29383 | 16480711 | 16480711 | 11996776 |
Largest Losing Trade | -927488 | -38512 | -927488 | -15770255 | -15770255 | -13783951 |
Avg Bars in Trades | 65 | 85 | 45 | 65 | 85 | 45 |
Avg Bars in Winners | 26 | 33 | 18 | 33 | 33 | 33 |
Avg Bars in Losers | 196 | 255 | 137 | 113 | 152 | 67 |
Bars Traded | 3980 | 2565 | 1415 | 3980 | 2565 | 1415 |
Profit Streak | 77.2424 | 0 | 285.2424 | 77.2424 | 0 | 285.2424 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -742713 | -282329 | -575893 | -283496 | -579961 | 524252 |
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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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