Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1635414.678 | 44571.5139 | -1679986.192 | 2244806.853 | -44227368.2022 | 46472175.0552 |
Total P&L (%) | -1635.4147 | 44.5715 | -1679.9862 | 2244.8069 | -44227.3682 | 46472.1751 |
Avg Daily Profit (%) | -0.7251 | 0.0198 | -0.7448 | 0.14 | 0 | 0.2728 |
Buy And Hold Return (%) | 525.1673 | 525.1673 | 525.1673 | 525.1673 | 525.1673 | 525.1673 |
Max Trade Drawdown | -1744871 | -159541 | -1759741 | -73851409 | -64015776 | -11729444 |
Profit Factor | 0.2628 | 1.1628 | 0.1361 | 1.0235 | 0.4235 | 3.4526 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 42 | 20 | 22 | 34 | 16 | 18 |
Losing Trades | 21 | 11 | 10 | 29 | 15 | 14 |
Profitability (%) | 66.6667 | 64.5161 | 68.75 | 53.9683 | 51.6129 | 56.25 |
Ratio Avg Win / Avg Loss | 0.1314 | 0.6396 | 0.0619 | 0.873 | 0.397 | 2.6854 |
Largest Winning Trade | 71986 | 71986 | 36872 | 28484012 | 23044239 | 28484012 |
Largest Losing Trade | -1329510 | -56533 | -1329510 | -31494031 | -31494031 | -5354259 |
Avg Bars in Trades | 64 | 70 | 57 | 64 | 70 | 57 |
Avg Bars in Winners | 27 | 28 | 27 | 34 | 28 | 39 |
Avg Bars in Losers | 136 | 147 | 125 | 99 | 115 | 81 |
Bars Traded | 4040 | 2191 | 1850 | 4040 | 2191 | 1850 |
Profit Streak | 119.5467 | 119.5467 | 267.5467 | 119.5467 | 119.5467 | 267.5467 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -728195 | -372527 | -576962 | -353185 | -579650 | 628502 |
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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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