Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1219650.4844 | 11960.2265 | -1231610.7109 | 615911.6022 | -14836289.6882 | 15452201.2905 |
Total P&L (%) | -1219.6505 | 11.9602 | -1231.6107 | 615.9116 | -14836.2897 | 15452.2013 |
Avg Daily Profit (%) | -0.6505 | 0.0064 | -0.6569 | 0.105 | 0 | 0.2695 |
Buy And Hold Return (%) | 526.8109 | 526.8109 | 526.8109 | 526.8109 | 526.8109 | 526.8109 |
Max Trade Drawdown | -1393676 | -164773 | -1322967 | -18706266 | -17738952 | -2826179 |
Profit Factor | 0.2627 | 1.0567 | 0.1467 | 1.0237 | 0.2739 | 3.809 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 71 | 36 | 35 | 67 | 33 | 34 |
Losing Trades | 17 | 8 | 9 | 21 | 11 | 10 |
Profitability (%) | 80.6818 | 81.8182 | 79.5455 | 76.1364 | 75 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.0629 | 0.2348 | 0.0377 | 0.3209 | 0.0913 | 1.1203 |
Largest Winning Trade | 23379 | 23379 | 16163 | 12065605 | 1174493 | 12065605 |
Largest Losing Trade | -799045 | -80716 | -799045 | -15385799 | -15385799 | -2111806 |
Avg Bars in Trades | 40 | 49 | 30 | 40 | 49 | 30 |
Avg Bars in Winners | 8 | 9 | 7 | 15 | 12 | 17 |
Avg Bars in Losers | 172 | 232 | 118 | 119 | 160 | 73 |
Bars Traded | 3522 | 2180 | 1342 | 3522 | 2180 | 1342 |
Profit Streak | 83.3167 | 83.3167 | 248.3167 | 83.3167 | 83.3167 | 248.3167 |
Trades During Streak | 13 | 6 | 10 | 13 | 6 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574625 | -504279 | -575374 | -355985 | -575977 | 703831 |
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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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