Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1426903.5108 | 61980.8565 | -1488884.3673 | 3429456.8921 | -77481354.7449 | 80910811.637 |
Total P&L (%) | -1426.9035 | 61.9809 | -1488.8844 | 3429.4569 | -77481.3547 | 80910.8116 |
Avg Daily Profit (%) | -0.762 | 0.0331 | -0.7951 | 0.1905 | 0 | 0.3583 |
Buy And Hold Return (%) | 768.6084 | 768.6084 | 768.6084 | 768.6084 | 768.6084 | 768.6084 |
Max Trade Drawdown | -1705446 | -169982 | -1608209 | -75908954 | -79672534 | -13351618 |
Profit Factor | 0.2666 | 1.2954 | 0.1422 | 1.0315 | 0.0706 | 4.1822 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 49 | 25 | 24 | 41 | 20 | 21 |
Losing Trades | 13 | 6 | 7 | 21 | 11 | 10 |
Profitability (%) | 79.0323 | 80.6452 | 77.4194 | 66.129 | 64.5161 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.0707 | 0.3109 | 0.0415 | 0.5283 | 0.0388 | 1.9915 |
Largest Winning Trade | 72245 | 72245 | 27130 | 90532549 | 1238356 | 90532549 |
Largest Losing Trade | -934423 | -63800 | -934423 | -49391449 | -49391449 | -13351618 |
Avg Bars in Trades | 57 | 66 | 48 | 57 | 66 | 48 |
Avg Bars in Winners | 18 | 14 | 22 | 27 | 11 | 42 |
Avg Bars in Losers | 205 | 284 | 137 | 116 | 166 | 60 |
Bars Traded | 3565 | 2055 | 1510 | 3565 | 2055 | 1510 |
Profit Streak | 53.0018 | 0 | 244.5018 | 53.0018 | 0 | 244.5018 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -734951 | -312148 | -575793 | -337220 | -578936 | 731368 |
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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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