Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10280607.686 | 149211.5784 | -10429819.2645 | 264053018.9514 | -978521.4418 | 265031540.3932 |
Total P&L (%) | -10280.6077 | 149.2116 | -10429.8193 | 264053.019 | -978.5214 | 265031.5404 |
Avg Daily Profit (%) | -4.325 | 0.0628 | -4.3878 | 0.332 | 0 | 0.3322 |
Buy And Hold Return (%) | 281.2921 | 281.2921 | 281.2921 | 281.2921 | 281.2921 | 281.2921 |
Max Trade Drawdown | -10673404 | -51960 | -10661532 | -380507171 | -113586220 | -299426735 |
Profit Factor | 0.0711 | 1.9192 | 0.0436 | 1.3235 | 0.9969 | 1.5278 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 48 | 21 | 27 | 40 | 24 | 16 |
Losing Trades | 35 | 21 | 14 | 43 | 18 | 25 |
Profitability (%) | 57.8313 | 50 | 65.8537 | 48.1928 | 57.1429 | 39.0244 |
Ratio Avg Win / Avg Loss | 0.0518 | 1.9192 | 0.0226 | 1.4227 | 0.7477 | 2.3872 |
Largest Winning Trade | 67042 | 67042 | 44507 | 434542680 | 41948028 | 434542680 |
Largest Losing Trade | -10661532 | -23191 | -10661532 | -59650802 | -47183026 | -59650802 |
Avg Bars in Trades | 50 | 13 | 88 | 50 | 13 | 88 |
Avg Bars in Winners | 41 | 12 | 64 | 42 | 11 | 88 |
Avg Bars in Losers | 62 | 13 | 135 | 58 | 15 | 89 |
Bars Traded | 4198 | 558 | 3640 | 4198 | 558 | 3640 |
Profit Streak | 157.0773 | 161.0773 | 157.0773 | 157.0773 | 161.0773 | 157.0773 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579687 | -269955 | -578110 | 315563 | -578565 | 291544 |
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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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