Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1801715.3857 | 8777.1086 | -1810492.4943 | 24922148.6187 | -20101883.4122 | 45024032.0309 |
Total P&L (%) | -1801.7154 | 8.7771 | -1810.4925 | 24922.1486 | -20101.8834 | 45024.032 |
Avg Daily Profit (%) | -0.9638 | 0.0047 | -0.9685 | 0.2959 | 0 | 0.3275 |
Buy And Hold Return (%) | 735.2064 | 735.2064 | 735.2064 | 735.2064 | 735.2064 | 735.2064 |
Max Trade Drawdown | -1984142 | -106050 | -1221855 | -31741150 | -39050470 | -20782374 |
Profit Factor | 0.2192 | 1.0459 | 0.1444 | 1.2797 | 0.6521 | 2.4376 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 100 | 46 | 54 | 100 | 47 | 53 |
Losing Trades | 27 | 18 | 9 | 27 | 17 | 10 |
Profitability (%) | 78.7402 | 71.875 | 85.7143 | 78.7402 | 73.4375 | 84.127 |
Ratio Avg Win / Avg Loss | 0.0592 | 0.4093 | 0.0241 | 0.3455 | 0.2359 | 0.4599 |
Largest Winning Trade | 19631 | 12392 | 19631 | 11968965 | 2913201 | 11968965 |
Largest Losing Trade | -1221855 | -50247 | -1221855 | -22188620 | -22188620 | -20782374 |
Avg Bars in Trades | 40 | 24 | 56 | 40 | 24 | 56 |
Avg Bars in Winners | 16 | 7 | 25 | 22 | 7 | 35 |
Avg Bars in Losers | 126 | 67 | 243 | 105 | 70 | 165 |
Bars Traded | 5104 | 1543 | 3561 | 5104 | 1543 | 3561 |
Profit Streak | 160.0975 | 160.0975 | 233.4308 | 160.0975 | 160.0975 | 233.4308 |
Trades During Streak | 6 | 3 | 9 | 6 | 3 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574997 | -658744 | -721515 | 465522 | -715289 | -129897 |
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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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