Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -264938.7206 | 300378.4131 | -565317.1336 | 26497139.1809 | -6422015.7584 | 32919154.9393 |
Total P&L (%) | -264.9387 | 300.3784 | -565.3171 | 26497.1392 | -6422.0158 | 32919.1549 |
Avg Daily Profit (%) | -0.1415 | 0.1604 | -0.3019 | 0.2986 | 0 | 0.3102 |
Buy And Hold Return (%) | 477.2043 | 477.2043 | 477.2043 | 477.2043 | 477.2043 | 477.2043 |
Max Trade Drawdown | -596018 | -76289 | -754251 | -10174752 | -15317857 | -3510846 |
Profit Factor | 0.7375 | 2.8373 | 0.3316 | 1.8402 | 0.7287 | 5.1864 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 57 | 27 | 30 | 51 | 24 | 27 |
Losing Trades | 21 | 12 | 9 | 27 | 15 | 12 |
Profitability (%) | 73.0769 | 69.2308 | 76.9231 | 65.3846 | 61.5385 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.2717 | 1.261 | 0.0995 | 0.9742 | 0.4554 | 2.3051 |
Largest Winning Trade | 198210 | 198210 | 25605 | 19523024 | 3331574 | 19523024 |
Largest Losing Trade | -455998 | -72020 | -455998 | -10033699 | -10033699 | -3510846 |
Avg Bars in Trades | 45 | 51 | 38 | 45 | 51 | 38 |
Avg Bars in Winners | 19 | 20 | 17 | 26 | 20 | 32 |
Avg Bars in Losers | 115 | 120 | 107 | 79 | 101 | 52 |
Bars Traded | 3514 | 2013 | 1501 | 3514 | 2013 | 1501 |
Profit Streak | 35.9964 | 39.9964 | 35.9964 | 35.9964 | 39.9964 | 35.9964 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -615295 | -151128 | -576724 | -25919 | -578713 | 718849 |
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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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