Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1613131.6194 | 9394.2213 | -1622525.8407 | 1299272.8871 | -20132648.0838 | 21431920.9709 |
Total P&L (%) | -1613.1316 | 9.3942 | -1622.5258 | 1299.2729 | -20132.6481 | 21431.921 |
Avg Daily Profit (%) | -0.7138 | 0.0042 | -0.7179 | 0.1168 | 0 | 0.238 |
Buy And Hold Return (%) | 360.6061 | 360.6061 | 360.6061 | 360.6061 | 360.6061 | 360.6061 |
Max Trade Drawdown | -1757362 | -143013 | -1710478 | -21491240 | -20347881 | -2901986 |
Profit Factor | 0.2445 | 1.0314 | 0.1161 | 1.0374 | 0.252 | 3.729 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 57 | 27 | 30 | 49 | 22 | 27 |
Losing Trades | 20 | 11 | 9 | 28 | 16 | 12 |
Profitability (%) | 74.026 | 71.0526 | 76.9231 | 63.6364 | 57.8947 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.0858 | 0.4202 | 0.0348 | 0.5928 | 0.1833 | 1.6573 |
Largest Winning Trade | 37819 | 37819 | 26725 | 24142579 | 1150637 | 24142579 |
Largest Losing Trade | -1305469 | -57863 | -1305469 | -8152327 | -8152327 | -1583688 |
Avg Bars in Trades | 52 | 57 | 47 | 52 | 57 | 47 |
Avg Bars in Winners | 20 | 20 | 21 | 23 | 18 | 28 |
Avg Bars in Losers | 143 | 149 | 135 | 103 | 112 | 91 |
Bars Traded | 4055 | 2199 | 1856 | 4055 | 2199 | 1856 |
Profit Streak | 78.7086 | 78.7086 | 283.2086 | 78.7086 | 78.7086 | 283.2086 |
Trades During Streak | 7 | 3 | 9 | 7 | 3 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -622105 | -536620 | -575788 | -262968 | -578372 | 691846 |
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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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