Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1417122.6467 | 19990.2583 | -1437112.9049 | 2342547.3751 | -12570798.0535 | 14913345.4286 |
Total P&L (%) | -1417.1226 | 19.9903 | -1437.1129 | 2342.5474 | -12570.7981 | 14913.3454 |
Avg Daily Profit (%) | -0.6234 | 0.0088 | -0.6322 | 0.1407 | 0 | 0.2207 |
Buy And Hold Return (%) | 352.6408 | 352.6408 | 352.6408 | 352.6408 | 352.6408 | 352.6408 |
Max Trade Drawdown | -1458088 | -123845 | -1481656 | -19280826 | -17380945 | -7794638 |
Profit Factor | 0.2687 | 1.0786 | 0.1464 | 1.0628 | 0.5071 | 2.2619 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 50 | 23 | 27 | 42 | 19 | 23 |
Losing Trades | 27 | 15 | 12 | 35 | 19 | 16 |
Profitability (%) | 64.9351 | 60.5263 | 69.2308 | 54.5455 | 50 | 58.9744 |
Ratio Avg Win / Avg Loss | 0.1451 | 0.7035 | 0.0651 | 0.8856 | 0.5071 | 1.5735 |
Largest Winning Trade | 55223 | 55223 | 27483 | 11128611 | 5902491 | 11128611 |
Largest Losing Trade | -1107138 | -39859 | -1107138 | -6195856 | -6195856 | -5405098 |
Avg Bars in Trades | 78 | 91 | 65 | 78 | 91 | 65 |
Avg Bars in Winners | 31 | 30 | 32 | 37 | 26 | 46 |
Avg Bars in Losers | 165 | 184 | 141 | 128 | 156 | 94 |
Bars Traded | 6046 | 3476 | 2570 | 6046 | 3476 | 2570 |
Profit Streak | 90.381 | 90.381 | 287.7144 | 90.381 | 90.381 | 287.7144 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -623395 | -480231 | -576829 | -202461 | -579805 | 544999 |
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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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