Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2640174.571 | -6236.3932 | -2633938.1778 | 12642641.7398 | -16074831.9918 | 28717473.7315 |
Total P&L (%) | -2640.1746 | -6.2364 | -2633.9382 | 12642.6417 | -16074.832 | 28717.4737 |
Avg Daily Profit (%) | -1.4129 | -0.0033 | -1.4095 | 0.2597 | 0 | 0.3035 |
Buy And Hold Return (%) | 7174.1669 | 7174.1669 | 7174.1669 | 7174.1669 | 7174.1669 | 7174.1669 |
Max Trade Drawdown | -2739490 | -65773 | -2697117 | -75406655 | -17785661 | -67423833 |
Profit Factor | 0.1427 | 0.9435 | 0.1129 | 1.1124 | 0.5168 | 1.3625 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 45 | 19 | 26 | 55 | 26 | 29 |
Losing Trades | 30 | 19 | 11 | 20 | 12 | 8 |
Profitability (%) | 60 | 50 | 70.2703 | 73.3333 | 68.4211 | 78.3784 |
Ratio Avg Win / Avg Loss | 0.0951 | 0.9435 | 0.0478 | 0.4045 | 0.2385 | 0.3759 |
Largest Winning Trade | 50185 | 21654 | 50185 | 20051566 | 5877276 | 20051566 |
Largest Losing Trade | -1392057 | -17506 | -1392057 | -67277330 | -8059912 | -67277330 |
Avg Bars in Trades | 136 | 9 | 267 | 136 | 9 | 267 |
Avg Bars in Winners | 58 | 8 | 94 | 134 | 8 | 247 |
Avg Bars in Losers | 254 | 10 | 675 | 142 | 11 | 339 |
Bars Traded | 10270 | 372 | 9897 | 10270 | 372 | 9897 |
Profit Streak | 101.0765 | 169.5765 | 101.0765 | 101.0765 | 169.5765 | 101.0765 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -639125 | -579519 | -577584 | -155107 | -577131 | 350881 |
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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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