Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1421400.0026 | 9487.4854 | -1430887.488 | 4236265.1484 | -17937715.6572 | 22173980.8057 |
Total P&L (%) | -1421.4 | 9.4875 | -1430.8875 | 4236.2651 | -17937.7157 | 22173.9808 |
Avg Daily Profit (%) | -0.7591 | 0.0051 | -0.7642 | 0.2015 | 0 | 0.2891 |
Buy And Hold Return (%) | 529.6479 | 529.6479 | 529.6479 | 529.6479 | 529.6479 | 529.6479 |
Max Trade Drawdown | -1564863 | -99567 | -1550161 | -22668473 | -24578638 | -4579887 |
Profit Factor | 0.2253 | 1.0476 | 0.1251 | 1.1069 | 0.4411 | 3.9443 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 60 | 28 | 32 | 58 | 26 | 32 |
Losing Trades | 13 | 8 | 5 | 15 | 10 | 5 |
Profitability (%) | 82.1918 | 77.7778 | 86.4865 | 79.4521 | 72.2222 | 86.4865 |
Ratio Avg Win / Avg Loss | 0.0488 | 0.2993 | 0.0195 | 0.2863 | 0.1697 | 0.6163 |
Largest Winning Trade | 25935 | 25935 | 20562 | 16019160 | 2217006 | 16019160 |
Largest Losing Trade | -850334 | -79061 | -850334 | -20044484 | -20044484 | -2750864 |
Avg Bars in Trades | 48 | 61 | 36 | 48 | 61 | 36 |
Avg Bars in Winners | 9 | 11 | 8 | 15 | 8 | 20 |
Avg Bars in Losers | 227 | 236 | 212 | 177 | 199 | 134 |
Bars Traded | 3550 | 2212 | 1338 | 3550 | 2212 | 1338 |
Profit Streak | 78.5017 | 78.5017 | 246.0017 | 78.5017 | 78.5017 | 246.0017 |
Trades During Streak | 11 | 5 | 8 | 11 | 5 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -651017 | -516579 | -574783 | -167071 | -576435 | 685324 |
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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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