Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1716713.0304 | 28358.22 | -1745071.2504 | -219510.8285 | -8078443.7512 | 7858932.9226 |
Total P&L (%) | -1716.713 | 28.3582 | -1745.0713 | -219.5108 | -8078.4438 | 7858.9329 |
Avg Daily Profit (%) | -0.7276 | 0.012 | -0.7396 | 0 | 0 | 0.1857 |
Buy And Hold Return (%) | 485.2674 | 485.2674 | 485.2674 | 485.2674 | 485.2674 | 485.2674 |
Max Trade Drawdown | -1842096 | -192767 | -1842763 | -12715643 | -12578044 | -3752225 |
Profit Factor | 0.3489 | 1.0678 | 0.2135 | 0.9914 | 0.5656 | 2.148 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 174 | 86 | 88 | 110 | 53 | 57 |
Losing Trades | 44 | 23 | 21 | 108 | 56 | 52 |
Profitability (%) | 79.8165 | 78.8991 | 80.7339 | 50.4587 | 48.6239 | 52.2936 |
Ratio Avg Win / Avg Loss | 0.0882 | 0.2856 | 0.0509 | 0.9733 | 0.5976 | 1.9596 |
Largest Winning Trade | 19381 | 19381 | 14588 | 2457643 | 1208771 | 2457643 |
Largest Losing Trade | -1538859 | -65279 | -1538859 | -6018440 | -6018440 | -1478760 |
Avg Bars in Trades | 41 | 46 | 37 | 41 | 46 | 37 |
Avg Bars in Winners | 14 | 16 | 12 | 32 | 31 | 33 |
Avg Bars in Losers | 150 | 159 | 141 | 51 | 60 | 41 |
Bars Traded | 9148 | 5053 | 4095 | 9148 | 5053 | 4095 |
Profit Streak | 56.2433 | 78.2433 | 56.2433 | 0 | 0 | 0 |
Trades During Streak | 8 | 4 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574152 | -484968 | -575341 | -579577 | -581577 | 433233 |
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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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