Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1010750.2087 | 146718.5832 | -1157468.7919 | -5221247.1974 | -19635932.2275 | 14414685.03 |
Total P&L (%) | -1010.7502 | 146.7186 | -1157.4688 | -5221.2472 | -19635.9322 | 14414.685 |
Avg Daily Profit (%) | -0.5545 | 0.0805 | -0.635 | 0 | 0 | 0.2735 |
Buy And Hold Return (%) | 817.1667 | 817.1667 | 817.1667 | 817.1667 | 817.1667 | 817.1667 |
Max Trade Drawdown | -1215091 | -127619 | -1207787 | -64047738 | -43140465 | -27028239 |
Profit Factor | 0.4491 | 1.4526 | 0.2337 | 0.9585 | 0.6935 | 1.2338 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 40 | 20 | 20 | 41 | 21 | 20 |
Losing Trades | 36 | 18 | 18 | 35 | 17 | 18 |
Profitability (%) | 52.6316 | 52.6316 | 52.6316 | 53.9474 | 55.2632 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.4042 | 1.3073 | 0.2104 | 0.8182 | 0.5614 | 1.1104 |
Largest Winning Trade | 108391 | 108391 | 44348 | 39597949 | 10741560 | 39597949 |
Largest Losing Trade | -715778 | -75916 | -715778 | -36258601 | -36258601 | -23975866 |
Avg Bars in Trades | 94 | 101 | 86 | 94 | 101 | 86 |
Avg Bars in Winners | 67 | 68 | 65 | 88 | 90 | 85 |
Avg Bars in Losers | 124 | 137 | 110 | 100 | 114 | 88 |
Bars Traded | 7144 | 3846 | 3299 | 7144 | 3846 | 3299 |
Profit Streak | 9.747 | 29.747 | 0 | 0 | 0 | 107.247 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -633549 | -249349 | -580423 | -634043 | -580082 | 347646 |
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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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