Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1664852.7481 | 101341.243 | -1766193.9911 | 119111263.3711 | -4931168.8573 | 124042432.2284 |
Total P&L (%) | -1664.8527 | 101.3412 | -1766.194 | 119111.2634 | -4931.1689 | 124042.4322 |
Avg Daily Profit (%) | -0.887 | 0.054 | -0.941 | 0.3781 | 0 | 0.3803 |
Buy And Hold Return (%) | 566.7753 | 566.7753 | 566.7753 | 566.7753 | 566.7753 | 566.7753 |
Max Trade Drawdown | -1969948 | -66433 | -1996749 | -63422074 | -53337927 | -55104484 |
Profit Factor | 0.2817 | 1.6401 | 0.1821 | 1.4827 | 0.9572 | 1.9433 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 61 | 28 | 33 | 57 | 26 | 31 |
Losing Trades | 24 | 15 | 9 | 28 | 17 | 11 |
Profitability (%) | 71.7647 | 65.1163 | 78.5714 | 67.0588 | 60.4651 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.1108 | 0.8786 | 0.0497 | 0.7283 | 0.6259 | 0.6896 |
Largest Winning Trade | 49154 | 49154 | 38484 | 38917147 | 13496655 | 38917147 |
Largest Losing Trade | -1233724 | -54887 | -1233724 | -55104484 | -44705285 | -55104484 |
Avg Bars in Trades | 61 | 43 | 80 | 61 | 43 | 80 |
Avg Bars in Winners | 40 | 32 | 48 | 51 | 29 | 69 |
Avg Bars in Losers | 114 | 64 | 197 | 82 | 63 | 111 |
Bars Traded | 5243 | 1865 | 3378 | 5243 | 1865 | 3378 |
Profit Streak | 162.1027 | 162.1027 | 243.1027 | 162.1027 | 162.1027 | 243.1027 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576011 | -282904 | -575653 | 477006 | -578017 | 539938 |
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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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