Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -710585.8381 | 156994.86 | -867580.6981 | 10957929.2346 | -26108589.3736 | 37066518.6082 |
Total P&L (%) | -710.5858 | 156.9949 | -867.5807 | 10957.9292 | -26108.5894 | 37066.5186 |
Avg Daily Profit (%) | -0.3801 | 0.084 | -0.4641 | 0.2521 | 0 | 0.3171 |
Buy And Hold Return (%) | 556.2748 | 556.2748 | 556.2748 | 556.2748 | 556.2748 | 556.2748 |
Max Trade Drawdown | -897022 | -101276 | -1001561 | -34796437 | -31651948 | -6347733 |
Profit Factor | 0.455 | 1.859 | 0.2261 | 1.1844 | 0.4169 | 3.5315 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 68 | 34 | 34 | 60 | 29 | 31 |
Losing Trades | 11 | 5 | 6 | 19 | 10 | 9 |
Profitability (%) | 86.0759 | 87.1795 | 85 | 75.9494 | 74.359 | 77.5 |
Ratio Avg Win / Avg Loss | 0.0736 | 0.2734 | 0.0399 | 0.3751 | 0.1438 | 1.0253 |
Largest Winning Trade | 57609 | 57609 | 26610 | 39208458 | 3975813 | 39208458 |
Largest Losing Trade | -578271 | -79987 | -578271 | -26490832 | -26490832 | -6347733 |
Avg Bars in Trades | 66 | 82 | 51 | 66 | 82 | 51 |
Avg Bars in Winners | 12 | 14 | 10 | 20 | 10 | 29 |
Avg Bars in Losers | 404 | 547 | 284 | 214 | 291 | 129 |
Bars Traded | 5291 | 3224 | 2067 | 5291 | 3224 | 2067 |
Profit Streak | 47.7642 | 47.7642 | 235.7642 | 47.7642 | 47.7642 | 235.7642 |
Trades During Streak | 17 | 8 | 12 | 17 | 8 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -605494 | -239619 | -574817 | -36689 | -575972 | 712639 |
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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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