Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1494955.2335 | 9842.0001 | -1504797.2337 | 2046932.0605 | -25710917.0498 | 27757849.1102 |
Total P&L (%) | -1494.9552 | 9.842 | -1504.7972 | 2046.9321 | -25710.9171 | 27757.8491 |
Avg Daily Profit (%) | -0.7956 | 0.0052 | -0.8009 | 0.1633 | 0 | 0.3001 |
Buy And Hold Return (%) | 468.5197 | 468.5197 | 468.5197 | 468.5197 | 468.5197 | 468.5197 |
Max Trade Drawdown | -1660853 | -161927 | -1593760 | -24842042 | -26476743 | -4149222 |
Profit Factor | 0.2327 | 1.0421 | 0.1225 | 1.0545 | 0.1631 | 5.0514 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 62 | 31 | 31 | 56 | 27 | 29 |
Losing Trades | 10 | 5 | 5 | 16 | 9 | 7 |
Profitability (%) | 86.1111 | 86.1111 | 86.1111 | 77.7778 | 75 | 80.5556 |
Ratio Avg Win / Avg Loss | 0.0375 | 0.1681 | 0.0198 | 0.3013 | 0.0544 | 1.2193 |
Largest Winning Trade | 41289 | 41289 | 35671 | 29269099 | 849652 | 29269099 |
Largest Losing Trade | -848592 | -63028 | -848592 | -16024411 | -16024411 | -2760109 |
Avg Bars in Trades | 48 | 58 | 38 | 48 | 58 | 38 |
Avg Bars in Winners | 12 | 13 | 10 | 17 | 11 | 23 |
Avg Bars in Losers | 272 | 331 | 212 | 155 | 197 | 101 |
Bars Traded | 3491 | 2089 | 1402 | 3491 | 2089 | 1402 |
Profit Streak | 149.1702 | 149.1702 | 252.1702 | 149.1702 | 149.1702 | 252.1702 |
Trades During Streak | 27 | 13 | 16 | 27 | 13 | 16 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -657971 | -521317 | -574679 | -234513 | -575898 | 762236 |
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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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