Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4000141.3013 | 138974.4111 | -4139115.7123 | -8337732.7259 | 11491043.4217 | -19828776.1475 |
Total P&L (%) | -4000.1413 | 138.9744 | -4139.1157 | -8337.7327 | 11491.0434 | -19828.7761 |
Avg Daily Profit (%) | -1.8006 | 0.0626 | -1.8632 | 0 | 0.2142 | 0 |
Buy And Hold Return (%) | 228.1671 | 228.1671 | 228.1671 | 228.1671 | 228.1671 | 228.1671 |
Max Trade Drawdown | -4336646 | -94466 | -4277504 | -23944727 | -10772277 | -20338050 |
Profit Factor | 0.1577 | 1.4471 | 0.0674 | 0.8446 | 1.4794 | 0.3322 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 44 | 23 | 21 | 31 | 18 | 13 |
Losing Trades | 25 | 12 | 13 | 38 | 17 | 21 |
Profitability (%) | 63.7681 | 65.7143 | 61.7647 | 44.9275 | 51.4286 | 38.2353 |
Ratio Avg Win / Avg Loss | 0.0896 | 0.755 | 0.0417 | 1.0354 | 1.3972 | 0.5367 |
Largest Winning Trade | 88127 | 88127 | 39253 | 7757468 | 7757468 | 3948947 |
Largest Losing Trade | -4273723 | -51068 | -4273723 | -10852456 | -8360545 | -10852456 |
Avg Bars in Trades | 122 | 129 | 116 | 122 | 129 | 116 |
Avg Bars in Winners | 71 | 71 | 70 | 158 | 175 | 133 |
Avg Bars in Losers | 214 | 240 | 190 | 94 | 80 | 105 |
Bars Traded | 8485 | 4528 | 3957 | 8485 | 4528 | 3957 |
Profit Streak | 145.7806 | 145.7806 | 263.7806 | 0 | 0 | 0 |
Trades During Streak | 8 | 4 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -683486 | -272446 | -577896 | -687361 | 342515 | -585370 |
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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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