Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1505382.097 | 18234.9186 | -1523617.0156 | 120190.0819 | -24584184.1594 | 24704374.2413 |
Total P&L (%) | -1505.3821 | 18.2349 | -1523.617 | 120.1901 | -24584.1842 | 24704.3742 |
Avg Daily Profit (%) | -0.6643 | 0.008 | -0.6723 | 0.0348 | 0 | 0.2436 |
Buy And Hold Return (%) | 282.0937 | 282.0937 | 282.0937 | 282.0937 | 282.0937 | 282.0937 |
Max Trade Drawdown | -1720675 | -157107 | -1647649 | -30940961 | -24942352 | -7232418 |
Profit Factor | 0.3161 | 1.0484 | 0.1648 | 1.0025 | 0.2503 | 2.7096 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 41 | 19 | 22 | 37 | 17 | 20 |
Losing Trades | 40 | 21 | 19 | 44 | 23 | 21 |
Profitability (%) | 50.6173 | 47.5 | 53.6585 | 45.679 | 42.5 | 48.7805 |
Ratio Avg Win / Avg Loss | 0.3083 | 1.1588 | 0.1424 | 1.1922 | 0.3386 | 2.8451 |
Largest Winning Trade | 65478 | 65478 | 43197 | 33765041 | 2743220 | 33765041 |
Largest Losing Trade | -1127676 | -63295 | -1127676 | -13462690 | -13462690 | -5573323 |
Avg Bars in Trades | 160 | 168 | 152 | 160 | 168 | 152 |
Avg Bars in Winners | 108 | 93 | 122 | 126 | 105 | 144 |
Avg Bars in Losers | 213 | 236 | 188 | 189 | 215 | 160 |
Bars Traded | 13004 | 6741 | 6263 | 13004 | 6741 | 6263 |
Profit Streak | 18.6996 | 0 | 25.6996 | 18.6996 | 0 | 25.6996 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -596414 | -516078 | -579725 | -547260 | -583666 | 492617 |
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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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