Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1879266.2189 | 35144.9853 | -1914411.2042 | -1409369.3228 | -19449200.4723 | 18039831.1495 |
Total P&L (%) | -1879.2662 | 35.145 | -1914.4112 | -1409.3693 | -19449.2005 | 18039.8312 |
Avg Daily Profit (%) | -1.0009 | 0.0187 | -1.0196 | 0 | 0 | 0.2774 |
Buy And Hold Return (%) | 8254.6215 | 8254.6215 | 8254.6215 | 8254.6215 | 8254.6215 | 8254.6215 |
Max Trade Drawdown | -2031262 | -170532 | -1959120 | -21597577 | -19999566 | -3695193 |
Profit Factor | 0.1952 | 1.1553 | 0.0922 | 0.9547 | 0.1283 | 3.0468 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 57 | 29 | 28 | 34 | 15 | 19 |
Losing Trades | 19 | 9 | 10 | 42 | 23 | 19 |
Profitability (%) | 75 | 76.3158 | 73.6842 | 44.7368 | 39.4737 | 50 |
Ratio Avg Win / Avg Loss | 0.0651 | 0.3585 | 0.0329 | 1.1794 | 0.1968 | 3.0468 |
Largest Winning Trade | 51473 | 51473 | 15544 | 22476382 | 1226939 | 22476382 |
Largest Losing Trade | -1192844 | -60178 | -1192844 | -9366143 | -9366143 | -2548766 |
Avg Bars in Trades | 70 | 64 | 75 | 70 | 64 | 75 |
Avg Bars in Winners | 24 | 29 | 19 | 64 | 49 | 76 |
Avg Bars in Losers | 206 | 179 | 230 | 74 | 74 | 74 |
Bars Traded | 5324 | 2463 | 2861 | 5324 | 2463 | 2861 |
Profit Streak | 5.469 | 165.8024 | 0 | 0 | 0 | 110.8024 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -630329 | -380244 | -577694 | -634935 | -584858 | 339912 |
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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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