Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2171349.1667 | 63092.4788 | -2234441.6455 | 111703070.8219 | -16006614.3367 | 127709685.1586 |
Total P&L (%) | -2171.3492 | 63.0925 | -2234.4416 | 111703.0708 | -16006.6143 | 127709.6852 |
Avg Daily Profit (%) | -1.1559 | 0.0336 | -1.1895 | 0.3744 | 0 | 0.3815 |
Buy And Hold Return (%) | 714.0578 | 714.0578 | 714.0578 | 714.0578 | 714.0578 | 714.0578 |
Max Trade Drawdown | -2391649 | -67763 | -2421948 | -104180349 | -79138188 | -86101137 |
Profit Factor | 0.2164 | 1.5486 | 0.1587 | 1.3924 | 0.8602 | 1.7503 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 67 | 31 | 36 | 61 | 27 | 34 |
Losing Trades | 20 | 13 | 7 | 26 | 17 | 9 |
Profitability (%) | 77.0115 | 70.4545 | 83.7209 | 70.1149 | 61.3636 | 79.0698 |
Ratio Avg Win / Avg Loss | 0.0646 | 0.6494 | 0.0309 | 0.5935 | 0.5416 | 0.4633 |
Largest Winning Trade | 37598 | 12830 | 37598 | 50972270 | 8700643 | 50972270 |
Largest Losing Trade | -1451202 | -45730 | -1451202 | -72049857 | -42849120 | -72049857 |
Avg Bars in Trades | 41 | 11 | 71 | 41 | 11 | 71 |
Avg Bars in Winners | 19 | 5 | 30 | 26 | 5 | 43 |
Avg Bars in Losers | 114 | 24 | 282 | 75 | 21 | 178 |
Bars Traded | 3591 | 501 | 3090 | 3591 | 501 | 3090 |
Profit Streak | 10.3428 | 207.8428 | 10.3428 | 10.3428 | 207.8428 | 10.3428 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575229 | -309466 | -575821 | 473925 | -577558 | 525753 |
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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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