Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1277744.8481 | 43332.7532 | -1321077.6013 | 1365093.678 | -13818442.1152 | 15183535.7933 |
Total P&L (%) | -1277.7448 | 43.3328 | -1321.0776 | 1365.0937 | -13818.4421 | 15183.5358 |
Avg Daily Profit (%) | -0.5655 | 0.0192 | -0.5846 | 0.1189 | 0 | 0.2228 |
Buy And Hold Return (%) | 354.4842 | 354.4842 | 354.4842 | 354.4842 | 354.4842 | 354.4842 |
Max Trade Drawdown | -1357924 | -127465 | -1385337 | -22980936 | -20023483 | -5956829 |
Profit Factor | 0.2943 | 1.165 | 0.1466 | 1.0386 | 0.4692 | 2.6245 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 40 | 18 | 22 | 32 | 14 | 18 |
Losing Trades | 21 | 12 | 9 | 29 | 16 | 13 |
Profitability (%) | 65.5738 | 60 | 70.9677 | 52.459 | 46.6667 | 58.0645 |
Ratio Avg Win / Avg Loss | 0.1545 | 0.7767 | 0.06 | 0.9412 | 0.5363 | 1.8955 |
Largest Winning Trade | 55223 | 55223 | 19793 | 13193653 | 7321952 | 13193653 |
Largest Losing Trade | -1025446 | -55088 | -1025446 | -10731708 | -10731708 | -4934316 |
Avg Bars in Trades | 99 | 115 | 83 | 99 | 115 | 83 |
Avg Bars in Winners | 46 | 44 | 47 | 56 | 42 | 68 |
Avg Bars in Losers | 200 | 220 | 173 | 145 | 178 | 105 |
Bars Traded | 6049 | 3451 | 2598 | 6049 | 3451 | 2598 |
Profit Streak | 75.8122 | 75.8122 | 278.8122 | 75.8122 | 75.8122 | 278.8122 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743387 | -371896 | -576706 | -380312 | -581563 | 562922 |
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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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