Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1915728.5475 | -67909.9048 | -1847818.6427 | 470983.9584 | 27098858.8261 | -26627874.8677 |
Total P&L (%) | -1915.7285 | -67.9099 | -1847.8186 | 470.984 | 27098.8588 | -26627.8749 |
Avg Daily Profit (%) | -1.021 | -0.0362 | -0.9848 | 0.0929 | 0.2992 | 0 |
Buy And Hold Return (%) | 452.8699 | 452.8699 | 452.8699 | 452.8699 | 452.8699 | 452.8699 |
Max Trade Drawdown | -2105124 | -207947 | -1945227 | -34579660 | -5656804 | -36191137 |
Profit Factor | 0.2443 | 0.7864 | 0.1665 | 1.0083 | 3.8473 | 0.4337 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 61 | 26 | 35 | 41 | 25 | 16 |
Losing Trades | 26 | 17 | 9 | 46 | 18 | 28 |
Profitability (%) | 70.1149 | 60.4651 | 79.5455 | 47.1264 | 58.1395 | 36.3636 |
Ratio Avg Win / Avg Loss | 0.1041 | 0.5142 | 0.0428 | 1.1313 | 2.77 | 0.759 |
Largest Winning Trade | 39172 | 39172 | 30260 | 13221750 | 13221750 | 7505664 |
Largest Losing Trade | -1188391 | -58281 | -1188391 | -24798170 | -5525722 | -24798170 |
Avg Bars in Trades | 126 | 145 | 107 | 126 | 145 | 107 |
Avg Bars in Winners | 61 | 63 | 59 | 174 | 194 | 142 |
Avg Bars in Losers | 278 | 270 | 295 | 83 | 76 | 88 |
Bars Traded | 10994 | 6242 | 4751 | 10994 | 6242 | 4751 |
Profit Streak | 131.5195 | 167.3529 | 131.5195 | 131.5195 | 167.3529 | 131.5195 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576144 | -577987 | -575505 | -433014 | 659661 | -584638 |
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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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