Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1634202.1896 | 36977.6104 | -1671179.8 | 3378190.1623 | -14306350.8714 | 17684541.0337 |
Total P&L (%) | -1634.2022 | 36.9776 | -1671.1798 | 3378.1902 | -14306.3509 | 17684.541 |
Avg Daily Profit (%) | -0.7198 | 0.0163 | -0.7361 | 0.1564 | 0 | 0.2285 |
Buy And Hold Return (%) | 269.3548 | 269.3548 | 269.3548 | 269.3548 | 269.3548 | 269.3548 |
Max Trade Drawdown | -1706106 | -111857 | -1741060 | -20964967 | -19079310 | -8110912 |
Profit Factor | 0.2565 | 1.1353 | 0.1317 | 1.0782 | 0.5284 | 2.3736 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 51 | 23 | 28 | 45 | 20 | 25 |
Losing Trades | 28 | 16 | 12 | 34 | 19 | 15 |
Profitability (%) | 64.557 | 58.9744 | 70 | 56.962 | 51.2821 | 62.5 |
Ratio Avg Win / Avg Loss | 0.1408 | 0.7898 | 0.0565 | 0.8146 | 0.5019 | 1.4242 |
Largest Winning Trade | 84783 | 84783 | 36872 | 11771495 | 7005423 | 11771495 |
Largest Losing Trade | -1382847 | -39063 | -1382847 | -6254407 | -6254407 | -5229894 |
Avg Bars in Trades | 153 | 179 | 127 | 153 | 179 | 127 |
Avg Bars in Winners | 54 | 52 | 56 | 71 | 63 | 77 |
Avg Bars in Losers | 332 | 360 | 294 | 261 | 301 | 212 |
Bars Traded | 12105 | 6992 | 5113 | 12105 | 6992 | 5113 |
Profit Streak | 56.6822 | 0 | 58.0156 | 56.6822 | 0 | 58.0156 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609329 | -409002 | -577596 | -158059 | -580591 | 500419 |
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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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