Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1489325.5223 | 169259.8475 | -1658585.3698 | 23877041.1715 | 49566850.5139 | -25689809.3425 |
Total P&L (%) | -1489.3255 | 169.2598 | -1658.5854 | 23877.0412 | 49566.8505 | -25689.8093 |
Avg Daily Profit (%) | -0.7288 | 0.0828 | -0.8116 | 0.2685 | 0.3043 | 0 |
Buy And Hold Return (%) | 4504.345 | 4504.345 | 4504.345 | 4504.345 | 4504.345 | 4504.345 |
Max Trade Drawdown | -1888580 | -109318 | -1871454 | -66095659 | -8640726 | -68077545 |
Profit Factor | 0.3298 | 2.0431 | 0.1948 | 1.2168 | 3.6644 | 0.7193 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 40 | 18 | 22 | 46 | 27 | 19 |
Losing Trades | 35 | 20 | 15 | 29 | 11 | 18 |
Profitability (%) | 53.3333 | 47.3684 | 59.4595 | 61.3333 | 71.0526 | 51.3514 |
Ratio Avg Win / Avg Loss | 0.2886 | 2.2701 | 0.1328 | 0.7671 | 1.4929 | 0.6814 |
Largest Winning Trade | 59437 | 49526 | 59437 | 35941752 | 35941752 | 19361585 |
Largest Losing Trade | -830302 | -61389 | -830302 | -47580895 | -8518332 | -47580895 |
Avg Bars in Trades | 48 | 19 | 77 | 48 | 19 | 77 |
Avg Bars in Winners | 24 | 16 | 31 | 55 | 23 | 101 |
Avg Bars in Losers | 74 | 21 | 145 | 35 | 7 | 53 |
Bars Traded | 3615 | 733 | 2882 | 3615 | 733 | 2882 |
Profit Streak | 416.3452 | 436.8452 | 416.3452 | 416.3452 | 436.8452 | 416.3452 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -640283 | -243657 | -578960 | -52791 | 683695 | -580012 |
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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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