Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1191714.0909 | 66913.2028 | -1258627.2937 | 19230120.8394 | 2476984.4128 | 16753136.4266 |
Total P&L (%) | -1191.7141 | 66.9132 | -1258.6273 | 19230.1208 | 2476.9844 | 16753.1364 |
Avg Daily Profit (%) | -0.645 | 0.0362 | -0.6812 | 0.2853 | 0.176 | 0.2779 |
Buy And Hold Return (%) | 93.5672 | 93.5672 | 93.5672 | 93.5672 | 93.5672 | 93.5672 |
Max Trade Drawdown | -260270 | -34407 | -260270 | -16055417 | -3241606 | -13121431 |
Profit Factor | 0.3336 | 1.6427 | 0.2527 | 1.5903 | 1.2217 | 1.7828 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 66.2791 | 62.7907 | 69.7674 | 66.2791 | 62.7907 | 69.7674 |
Ratio Avg Win / Avg Loss | 0.1697 | 0.9735 | 0.1095 | 0.8091 | 0.724 | 0.7725 |
Largest Winning Trade | 44580 | 20611 | 44580 | 4494567 | 1942873 | 4494567 |
Largest Losing Trade | -1291133 | -19647 | -1291133 | -13121431 | -2933985 | -13121431 |
Avg Bars in Trades | 79 | 18 | 140 | 79 | 18 | 140 |
Avg Bars in Winners | 49 | 17 | 78 | 60 | 18 | 97 |
Avg Bars in Losers | 138 | 19 | 284 | 117 | 17 | 239 |
Bars Traded | 6835 | 793 | 6042 | 6835 | 793 | 6042 |
Profit Streak | 94.8316 | 95.5816 | 0 | 94.8316 | 95.5816 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577600 | -307421 | -578164 | 436873 | 299429 | 429112 |
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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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