Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1477667.7098 | -36940.4752 | -1440727.2346 | 54480.9873 | -22352000.8169 | 22406481.8043 |
Total P&L (%) | -1477.6677 | -36.9405 | -1440.7272 | 54.481 | -22352.0008 | 22406.4818 |
Avg Daily Profit (%) | -0.7906 | -0.0198 | -0.7709 | 0.0233 | 0 | 0.2902 |
Buy And Hold Return (%) | 523.2985 | 523.2985 | 523.2985 | 523.2985 | 523.2985 | 523.2985 |
Max Trade Drawdown | -1637067 | -202189 | -1535598 | -21924015 | -22453512 | -4758601 |
Profit Factor | 0.2438 | 0.8628 | 0.145 | 1.0015 | 0.1861 | 3.6822 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 73 | 32 | 41 | 67 | 28 | 39 |
Losing Trades | 24 | 16 | 8 | 30 | 20 | 10 |
Profitability (%) | 75.2577 | 66.6667 | 83.6735 | 69.0722 | 58.3333 | 79.5918 |
Ratio Avg Win / Avg Loss | 0.0802 | 0.4314 | 0.0283 | 0.4484 | 0.1329 | 0.9442 |
Largest Winning Trade | 43534 | 43534 | 31920 | 19991306 | 1363013 | 19991306 |
Largest Losing Trade | -921320 | -73649 | -921320 | -16210488 | -16210488 | -2329766 |
Avg Bars in Trades | 56 | 70 | 42 | 56 | 70 | 42 |
Avg Bars in Winners | 12 | 14 | 11 | 22 | 20 | 24 |
Avg Bars in Losers | 188 | 181 | 201 | 130 | 139 | 113 |
Bars Traded | 5439 | 3363 | 2076 | 5439 | 3363 | 2076 |
Profit Streak | 77.1118 | 77.1118 | 255.7785 | 77.1118 | 77.1118 | 255.7785 |
Trades During Streak | 13 | 6 | 12 | 13 | 6 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575276 | -577014 | -574889 | -543376 | -578094 | 660167 |
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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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