Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1418955.4161 | 94486.3666 | -1513441.7827 | -5281541.5616 | 11391669.6262 | -16673211.1877 |
Total P&L (%) | -1418.9554 | 94.4864 | -1513.4418 | -5281.5416 | 11391.6696 | -16673.2112 |
Avg Daily Profit (%) | -0.6379 | 0.0425 | -0.6804 | 0 | 0.2135 | 0 |
Buy And Hold Return (%) | 252.2002 | 252.2002 | 252.2002 | 252.2002 | 252.2002 | 252.2002 |
Max Trade Drawdown | -1640920 | -107160 | -1642381 | -28525755 | -10919642 | -23081040 |
Profit Factor | 0.245 | 1.5687 | 0.1166 | 0.8819 | 1.5758 | 0.3314 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 65 | 31 | 34 | 31 | 19 | 12 |
Losing Trades | 13 | 8 | 5 | 47 | 20 | 27 |
Profitability (%) | 83.3333 | 79.4872 | 87.1795 | 39.7436 | 48.7179 | 30.7692 |
Ratio Avg Win / Avg Loss | 0.049 | 0.4048 | 0.0171 | 1.3371 | 1.6587 | 0.7456 |
Largest Winning Trade | 33346 | 33346 | 23077 | 15489107 | 15489107 | 8155208 |
Largest Losing Trade | -1640920 | -54909 | -1640920 | -6183195 | -6183195 | -5208602 |
Avg Bars in Trades | 81 | 98 | 65 | 81 | 98 | 65 |
Avg Bars in Winners | 30 | 28 | 31 | 137 | 182 | 66 |
Avg Bars in Losers | 339 | 366 | 294 | 45 | 18 | 65 |
Bars Traded | 6383 | 3828 | 2556 | 6383 | 3828 | 2556 |
Profit Streak | 19.7298 | 19.7298 | 481.7298 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -613594 | -297486 | -574780 | -621877 | 379997 | -588236 |
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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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