Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1349703.8637 | 9720.7828 | -1359424.6464 | 1532176.3563 | -18083864.9384 | 19616041.2946 |
Total P&L (%) | -1349.7039 | 9.7208 | -1359.4246 | 1532.1764 | -18083.8649 | 19616.0413 |
Avg Daily Profit (%) | -0.5974 | 0.0043 | -0.6017 | 0.1237 | 0 | 0.2341 |
Buy And Hold Return (%) | 500 | 500 | 500 | 500 | 500 | 500 |
Max Trade Drawdown | -1443556 | -139459 | -1433250 | -21080629 | -19269879 | -3717030 |
Profit Factor | 0.2645 | 1.0362 | 0.132 | 1.0423 | 0.3674 | 3.5707 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 63 | 31 | 32 | 49 | 23 | 26 |
Losing Trades | 18 | 9 | 9 | 32 | 17 | 15 |
Profitability (%) | 77.7778 | 77.5 | 78.0488 | 60.4938 | 57.5 | 63.4146 |
Ratio Avg Win / Avg Loss | 0.0756 | 0.3008 | 0.0371 | 0.6807 | 0.2716 | 2.06 |
Largest Winning Trade | 44711 | 44711 | 24209 | 20384803 | 3516358 | 20384803 |
Largest Losing Trade | -1045658 | -57382 | -1045658 | -10492815 | -10492815 | -1661571 |
Avg Bars in Trades | 75 | 82 | 68 | 75 | 82 | 68 |
Avg Bars in Winners | 29 | 25 | 32 | 36 | 24 | 47 |
Avg Bars in Losers | 235 | 276 | 194 | 133 | 159 | 104 |
Bars Traded | 6084 | 3289 | 2795 | 6084 | 3289 | 2795 |
Profit Streak | 77.3035 | 77.3035 | 272.3035 | 77.3035 | 77.3035 | 272.3035 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -591615 | -530285 | -575667 | -219281 | -578407 | 658425 |
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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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