Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1138217.9741 | 30673.2919 | -1168891.266 | -3032541.0602 | -17253391.2021 | 14220850.1419 |
Total P&L (%) | -1138.218 | 30.6733 | -1168.8913 | -3032.5411 | -17253.3912 | 14220.8501 |
Avg Daily Profit (%) | -0.6242 | 0.0168 | -0.641 | 0 | 0 | 0.2726 |
Buy And Hold Return (%) | 742.5109 | 742.5109 | 742.5109 | 742.5109 | 742.5109 | 742.5109 |
Max Trade Drawdown | -1233677 | -180177 | -1212520 | -44834501 | -34787066 | -12136415 |
Profit Factor | 0.386 | 1.0943 | 0.2353 | 0.953 | 0.5926 | 1.6419 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 136 | 66 | 70 | 79 | 37 | 42 |
Losing Trades | 32 | 18 | 14 | 89 | 47 | 42 |
Profitability (%) | 80.9524 | 78.5714 | 83.3333 | 47.0238 | 44.0476 | 50 |
Ratio Avg Win / Avg Loss | 0.0908 | 0.2984 | 0.0471 | 1.0736 | 0.7527 | 1.6419 |
Largest Winning Trade | 27203 | 27203 | 20126 | 13604558 | 2456214 | 13604558 |
Largest Losing Trade | -587701 | -74215 | -587701 | -28495470 | -28495470 | -6854818 |
Avg Bars in Trades | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Winners | 14 | 13 | 15 | 42 | 39 | 44 |
Avg Bars in Losers | 156 | 155 | 158 | 41 | 46 | 34 |
Bars Traded | 6984 | 3680 | 3305 | 6984 | 3680 | 3305 |
Profit Streak | 30.8551 | 70.8551 | 30.8551 | 0 | 0 | 0 |
Trades During Streak | 9 | 5 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573965 | -449480 | -575115 | -579388 | -583422 | 411771 |
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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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