Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1960210.5779 | 66129.9402 | -2026340.5181 | -5697639.5525 | -24769951.3697 | 19072311.8173 |
Total P&L (%) | -1960.2106 | 66.1299 | -2026.3405 | -5697.6396 | -24769.9514 | 19072.3118 |
Avg Daily Profit (%) | -1.0453 | 0.0353 | -1.0806 | 0 | 0 | 0.2807 |
Buy And Hold Return (%) | 6653.6494 | 6653.6494 | 6653.6494 | 6653.6494 | 6653.6494 | 6653.6494 |
Max Trade Drawdown | -1982212 | -124232 | -2034680 | -44216874 | -33322001 | -20047488 |
Profit Factor | 0.2174 | 1.3021 | 0.1135 | 0.9203 | 0.3856 | 1.6119 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 52 | 25 | 27 | 38 | 16 | 22 |
Losing Trades | 25 | 13 | 12 | 39 | 22 | 17 |
Profitability (%) | 67.5325 | 65.7895 | 69.2308 | 49.3506 | 42.1053 | 56.4103 |
Ratio Avg Win / Avg Loss | 0.1045 | 0.6771 | 0.0504 | 0.9445 | 0.5302 | 1.2456 |
Largest Winning Trade | 55816 | 55816 | 25902 | 16966275 | 4340546 | 16966275 |
Largest Losing Trade | -1236121 | -59584 | -1236121 | -16377094 | -13575147 | -16377094 |
Avg Bars in Trades | 92 | 88 | 96 | 92 | 88 | 96 |
Avg Bars in Winners | 38 | 42 | 34 | 82 | 73 | 89 |
Avg Bars in Losers | 204 | 174 | 236 | 102 | 98 | 106 |
Bars Traded | 7123 | 3346 | 3776 | 7123 | 3346 | 3776 |
Profit Streak | 0 | 89.1485 | 0 | 51.1485 | 0 | 85.1485 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -624505 | -310114 | -578264 | -626744 | -583835 | 333015 |
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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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