Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1594599.2879 | 30432.0123 | -1625031.3002 | -2160089.6187 | 20944945.255 | -23105034.8736 |
Total P&L (%) | -1594.5993 | 30.432 | -1625.0313 | -2160.0896 | 20944.9453 | -23105.0349 |
Avg Daily Profit (%) | -0.854 | 0.0163 | -0.8703 | 0 | 0.2869 | 0 |
Buy And Hold Return (%) | 448.514 | 448.514 | 448.514 | 448.514 | 448.514 | 448.514 |
Max Trade Drawdown | -1903017 | -169810 | -1783281 | -25350290 | -4000743 | -27885006 |
Profit Factor | 0.3226 | 1.0916 | 0.1963 | 0.9589 | 2.8447 | 0.4385 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 63 | 28 | 35 | 35 | 22 | 13 |
Losing Trades | 24 | 15 | 9 | 52 | 21 | 31 |
Profitability (%) | 72.4138 | 65.1163 | 79.5455 | 40.2299 | 51.1628 | 29.5455 |
Ratio Avg Win / Avg Loss | 0.1229 | 0.5848 | 0.0505 | 1.4246 | 2.7154 | 1.0456 |
Largest Winning Trade | 42634 | 42634 | 29543 | 12878006 | 12878006 | 7389245 |
Largest Losing Trade | -1155142 | -61720 | -1155142 | -16313528 | -4000743 | -16313528 |
Avg Bars in Trades | 83 | 96 | 70 | 83 | 96 | 70 |
Avg Bars in Winners | 36 | 40 | 33 | 141 | 151 | 123 |
Avg Bars in Losers | 207 | 201 | 216 | 44 | 38 | 48 |
Bars Traded | 7252 | 4146 | 3106 | 7252 | 4146 | 3106 |
Profit Streak | 76.7114 | 76.7114 | 120.7114 | 0 | 0 | 0 |
Trades During Streak | 9 | 4 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575738 | -454835 | -575467 | -582678 | 518841 | -588834 |
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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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