Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1454284.5177 | 23989.9749 | -1478274.4926 | 2290111.2986 | -29875394.2539 | 32165505.5525 |
Total P&L (%) | -1454.2845 | 23.99 | -1478.2745 | 2290.1113 | -29875.3943 | 32165.5056 |
Avg Daily Profit (%) | -0.7787 | 0.0128 | -0.7916 | 0.1701 | 0 | 0.3098 |
Buy And Hold Return (%) | 470.1718 | 470.1718 | 470.1718 | 470.1718 | 470.1718 | 470.1718 |
Max Trade Drawdown | -1627507 | -178875 | -1568995 | -37618907 | -37432942 | -5325780 |
Profit Factor | 0.2536 | 1.0991 | 0.1336 | 1.0434 | 0.3279 | 4.846 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 70 | 35 | 35 | 64 | 31 | 33 |
Losing Trades | 14 | 7 | 7 | 20 | 11 | 9 |
Profitability (%) | 83.3333 | 83.3333 | 83.3333 | 76.1905 | 73.8095 | 78.5714 |
Ratio Avg Win / Avg Loss | 0.0507 | 0.2198 | 0.0267 | 0.3261 | 0.1164 | 1.3216 |
Largest Winning Trade | 41289 | 41289 | 35671 | 29963255 | 6235210 | 29963255 |
Largest Losing Trade | -832078 | -69592 | -832078 | -26610869 | -26610869 | -3381358 |
Avg Bars in Trades | 41 | 49 | 33 | 41 | 49 | 33 |
Avg Bars in Winners | 11 | 12 | 9 | 15 | 10 | 20 |
Avg Bars in Losers | 192 | 232 | 153 | 123 | 158 | 80 |
Bars Traded | 3468 | 2069 | 1399 | 3468 | 2069 | 1399 |
Profit Streak | 140.9042 | 140.9042 | 238.9042 | 140.9042 | 140.9042 | 238.9042 |
Trades During Streak | 29 | 14 | 15 | 29 | 14 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574212 | -448680 | -574912 | -162415 | -575970 | 752535 |
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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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