Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1228611.8541 | 90005.6168 | -1318617.471 | 10699595.2124 | -935141.6386 | 11634736.851 |
Total P&L (%) | -1228.6119 | 90.0056 | -1318.6175 | 10699.5952 | -935.1416 | 11634.7369 |
Avg Daily Profit (%) | -0.5447 | 0.0399 | -0.5846 | 0.2078 | 0 | 0.2115 |
Buy And Hold Return (%) | 519.0897 | 519.0897 | 519.0897 | 519.0897 | 519.0897 | 519.0897 |
Max Trade Drawdown | -1494056 | -60217 | -1505821 | -19342046 | -6286749 | -16015302 |
Profit Factor | 0.2975 | 1.6959 | 0.1858 | 1.2801 | 0.9405 | 1.5174 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 59 | 29 | 30 | 59 | 28 | 31 |
Losing Trades | 18 | 9 | 9 | 18 | 10 | 8 |
Profitability (%) | 76.6234 | 76.3158 | 76.9231 | 76.6234 | 73.6842 | 79.4872 |
Ratio Avg Win / Avg Loss | 0.0908 | 0.5263 | 0.0558 | 0.3905 | 0.3359 | 0.3916 |
Largest Winning Trade | 48360 | 48360 | 40690 | 7199052 | 1710687 | 7199052 |
Largest Losing Trade | -1237031 | -33444 | -1237031 | -13263093 | -4703561 | -13263093 |
Avg Bars in Trades | 53 | 39 | 66 | 53 | 39 | 66 |
Avg Bars in Winners | 18 | 16 | 20 | 27 | 16 | 36 |
Avg Bars in Losers | 168 | 114 | 221 | 139 | 104 | 184 |
Bars Traded | 4107 | 1509 | 2598 | 4107 | 1509 | 2598 |
Profit Streak | 75.5468 | 75.5468 | 243.0468 | 75.5468 | 75.5468 | 243.0468 |
Trades During Streak | 9 | 4 | 8 | 9 | 4 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -621702 | -300096 | -575796 | -34524 | -576273 | 475034 |
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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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