Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1574703.2318 | 110428.4824 | -1685131.7143 | -2884195.0503 | -21474428.6636 | 18590233.6134 |
Total P&L (%) | -1574.7032 | 110.4285 | -1685.1317 | -2884.1951 | -21474.4287 | 18590.2336 |
Avg Daily Profit (%) | -0.8427 | 0.0591 | -0.9017 | 0 | 0 | 0.2803 |
Buy And Hold Return (%) | 7255.3111 | 7255.3111 | 7255.3111 | 7255.3111 | 7255.3111 | 7255.3111 |
Max Trade Drawdown | -1708673 | -156866 | -1714621 | -28543029 | -24268442 | -7202741 |
Profit Factor | 0.2523 | 1.5442 | 0.1146 | 0.9281 | 0.2153 | 2.4592 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 48 | 26 | 22 | 33 | 15 | 18 |
Losing Trades | 20 | 8 | 12 | 35 | 19 | 16 |
Profitability (%) | 70.5882 | 76.4706 | 64.7059 | 48.5294 | 44.1176 | 52.9412 |
Ratio Avg Win / Avg Loss | 0.1051 | 0.4751 | 0.0625 | 0.9843 | 0.2727 | 2.186 |
Largest Winning Trade | 76125 | 76125 | 26700 | 20390870 | 3025732 | 20390870 |
Largest Losing Trade | -1027023 | -61315 | -1027023 | -10537365 | -10537365 | -4264120 |
Avg Bars in Trades | 101 | 97 | 106 | 101 | 97 | 106 |
Avg Bars in Winners | 52 | 66 | 36 | 81 | 65 | 95 |
Avg Bars in Losers | 220 | 199 | 234 | 120 | 122 | 118 |
Bars Traded | 6920 | 3315 | 3605 | 6920 | 3315 | 3605 |
Profit Streak | 48.301 | 159.301 | 0 | 0 | 0 | 230.301 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691047 | -275505 | -578888 | -695127 | -583082 | 404906 |
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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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