Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1443595.828 | -52598.4669 | -1390997.3611 | -34098.8268 | -14492591.648 | 14458492.8212 |
Total P&L (%) | -1443.5958 | -52.5985 | -1390.9974 | -34.0988 | -14492.5916 | 14458.4928 |
Avg Daily Profit (%) | -0.773 | -0.0282 | -0.7448 | -0.0223 | 0 | 0.2671 |
Buy And Hold Return (%) | 632.2248 | 632.2248 | 632.2248 | 632.2248 | 632.2248 | 632.2248 |
Max Trade Drawdown | -1656685 | -205801 | -1501941 | -15628749 | -14648993 | -4278254 |
Profit Factor | 0.2302 | 0.7941 | 0.1412 | 0.9986 | 0.2036 | 3.1079 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 68 | 32 | 36 | 62 | 27 | 35 |
Losing Trades | 19 | 11 | 8 | 25 | 16 | 9 |
Profitability (%) | 78.1609 | 74.4186 | 81.8182 | 71.2644 | 62.7907 | 79.5455 |
Ratio Avg Win / Avg Loss | 0.0643 | 0.273 | 0.0314 | 0.4027 | 0.1207 | 0.7992 |
Largest Winning Trade | 40725 | 40725 | 26711 | 13450490 | 980725 | 13450490 |
Largest Losing Trade | -891836 | -73247 | -891836 | -11472712 | -11472712 | -3316997 |
Avg Bars in Trades | 40 | 50 | 31 | 40 | 50 | 31 |
Avg Bars in Winners | 10 | 12 | 7 | 14 | 10 | 17 |
Avg Bars in Losers | 150 | 161 | 136 | 106 | 119 | 84 |
Bars Traded | 3550 | 2183 | 1367 | 3550 | 2183 | 1367 |
Profit Streak | 79.3496 | 79.3496 | 244.3496 | 79.3496 | 79.3496 | 244.3496 |
Trades During Streak | 13 | 6 | 9 | 13 | 6 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574928 | -576052 | -575160 | -575822 | -577559 | 617509 |
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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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