Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -826707.5776 | 144888.028 | -971595.6055 | -2289179.8228 | -16557741.3316 | 14268561.5088 |
Total P&L (%) | -826.7076 | 144.888 | -971.5956 | -2289.1798 | -16557.7413 | 14268.5615 |
Avg Daily Profit (%) | -0.4553 | 0.0798 | -0.5351 | 0 | 0 | 0.274 |
Buy And Hold Return (%) | 602.6005 | 602.6005 | 602.6005 | 602.6005 | 602.6005 | 602.6005 |
Max Trade Drawdown | -1004582 | -167044 | -1058178 | -32935366 | -25335680 | -7826935 |
Profit Factor | 0.4897 | 1.5107 | 0.273 | 0.9567 | 0.4768 | 1.6706 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 42 | 22 | 20 | 29 | 15 | 14 |
Losing Trades | 24 | 11 | 13 | 37 | 18 | 19 |
Profitability (%) | 63.6364 | 66.6667 | 60.6061 | 43.9394 | 45.4545 | 42.4242 |
Ratio Avg Win / Avg Loss | 0.2798 | 0.7554 | 0.1774 | 1.2207 | 0.5722 | 2.2672 |
Largest Winning Trade | 105906 | 105906 | 53406 | 20771378 | 4819173 | 20771378 |
Largest Losing Trade | -570473 | -76745 | -570473 | -23379130 | -23379130 | -5847170 |
Avg Bars in Trades | 161 | 171 | 151 | 161 | 171 | 151 |
Avg Bars in Winners | 87 | 96 | 76 | 174 | 185 | 162 |
Avg Bars in Losers | 291 | 322 | 265 | 151 | 160 | 142 |
Bars Traded | 10661 | 5674 | 4987 | 10661 | 5674 | 4987 |
Profit Streak | 36.1544 | 63.4878 | 36.1544 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706072 | -249371 | -578884 | -710245 | -582570 | 319085 |
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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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