Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -777701.399 | 81370.1923 | -859071.5912 | -4398892.2161 | -10038671.9088 | 5639779.6927 |
Total P&L (%) | -777.7014 | 81.3702 | -859.0716 | -4398.8922 | -10038.6719 | 5639.7797 |
Avg Daily Profit (%) | -0.4254 | 0.0445 | -0.47 | 0 | 0 | 0.2218 |
Buy And Hold Return (%) | 927.2411 | 927.2411 | 927.2411 | 927.2411 | 927.2411 | 927.2411 |
Max Trade Drawdown | -609174 | -110980 | -509404 | -19053836 | -12855834 | -9026645 |
Profit Factor | 0.4385 | 1.3396 | 0.25 | 0.8636 | 0.4698 | 1.4234 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 82 | 41 | 41 | 41 | 18 | 23 |
Losing Trades | 16 | 8 | 8 | 57 | 31 | 26 |
Profitability (%) | 83.6735 | 83.6735 | 83.6735 | 41.8367 | 36.7347 | 46.9388 |
Ratio Avg Win / Avg Loss | 0.0856 | 0.2614 | 0.0488 | 1.2006 | 0.8091 | 1.609 |
Largest Winning Trade | 35385 | 35385 | 23027 | 10038380 | 1627106 | 10038380 |
Largest Losing Trade | -516654 | -67577 | -516654 | -9971086 | -9971086 | -8384967 |
Avg Bars in Trades | 34 | 41 | 27 | 34 | 41 | 27 |
Avg Bars in Winners | 10 | 9 | 12 | 36 | 46 | 28 |
Avg Bars in Losers | 153 | 201 | 104 | 32 | 37 | 26 |
Bars Traded | 3345 | 2010 | 1335 | 3345 | 2010 | 1335 |
Profit Streak | 151.7174 | 151.7174 | 277.7174 | 0 | 0 | 0 |
Trades During Streak | 16 | 8 | 12 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574292 | -294728 | -574622 | -582024 | -585840 | 314811 |
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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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