Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1667582.9448 | -33617.6337 | -1633965.3111 | 333821.6207 | -10977402.0427 | 11311223.6634 |
Total P&L (%) | -1667.5829 | -33.6176 | -1633.9653 | 333.8216 | -10977.402 | 11311.2237 |
Avg Daily Profit (%) | -0.7369 | -0.0149 | -0.722 | 0.0649 | 0 | 0.2096 |
Buy And Hold Return (%) | 370.5491 | 370.5491 | 370.5491 | 370.5491 | 370.5491 | 370.5491 |
Max Trade Drawdown | -1812299 | -162421 | -1728044 | -12154906 | -11236290 | -2181607 |
Profit Factor | 0.2409 | 0.897 | 0.1264 | 1.0178 | 0.2205 | 3.439 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 54 | 27 | 27 | 48 | 22 | 26 |
Losing Trades | 22 | 11 | 11 | 28 | 16 | 12 |
Profitability (%) | 71.0526 | 71.0526 | 71.0526 | 63.1579 | 57.8947 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.0982 | 0.3655 | 0.0515 | 0.5937 | 0.1604 | 1.5872 |
Largest Winning Trade | 77521 | 77521 | 45004 | 13406042 | 1626860 | 13406042 |
Largest Losing Trade | -1305469 | -54726 | -1305469 | -4764406 | -4764406 | -1305733 |
Avg Bars in Trades | 57 | 63 | 51 | 57 | 63 | 51 |
Avg Bars in Winners | 22 | 22 | 22 | 28 | 22 | 32 |
Avg Bars in Losers | 141 | 161 | 121 | 106 | 118 | 91 |
Bars Traded | 4337 | 2394 | 1942 | 4337 | 2394 | 1942 |
Profit Streak | 162.8414 | 162.8414 | 267.8414 | 162.8414 | 162.8414 | 267.8414 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -630021 | -576653 | -576640 | -524940 | -578359 | 665735 |
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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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