Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1023200.3771 | 182959.3211 | -1206159.6982 | -83442.4452 | -19883469.0414 | 19800026.5963 |
Total P&L (%) | -1023.2004 | 182.9593 | -1206.1597 | -83.4424 | -19883.469 | 19800.0266 |
Avg Daily Profit (%) | -0.5007 | 0.0895 | -0.5902 | -0.088 | 0 | 0.2594 |
Buy And Hold Return (%) | 4360.4592 | 4360.4592 | 4360.4592 | 4360.4592 | 4360.4592 | 4360.4592 |
Max Trade Drawdown | -1056726 | -105806 | -1239753 | -35056168 | -30625408 | -7193794 |
Profit Factor | 0.4088 | 1.7431 | 0.1875 | 0.9985 | 0.5021 | 2.2322 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 49 | 25 | 24 | 33 | 16 | 17 |
Losing Trades | 14 | 6 | 8 | 30 | 15 | 15 |
Profitability (%) | 77.7778 | 80.6452 | 75 | 52.381 | 51.6129 | 53.125 |
Ratio Avg Win / Avg Loss | 0.1168 | 0.4184 | 0.0625 | 0.9077 | 0.4707 | 1.9696 |
Largest Winning Trade | 72543 | 72543 | 27678 | 20973770 | 7619326 | 20973770 |
Largest Losing Trade | -452106 | -82780 | -452106 | -29031511 | -29031511 | -4598474 |
Avg Bars in Trades | 56 | 70 | 42 | 56 | 70 | 42 |
Avg Bars in Winners | 18 | 24 | 11 | 27 | 31 | 24 |
Avg Bars in Losers | 190 | 262 | 135 | 87 | 112 | 63 |
Bars Traded | 3553 | 2186 | 1367 | 3553 | 2186 | 1367 |
Profit Streak | 279.532 | 381.032 | 279.532 | 279.532 | 381.032 | 279.532 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -727208 | -234183 | -576980 | -730500 | -580022 | 432477 |
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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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