Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -879583.9928 | 73212.8601 | -952796.8529 | -75413857.4446 | 5623313.1799 | -81037170.6245 |
Total P&L (%) | -879.584 | 73.2129 | -952.7969 | -75413.8574 | 5623.3132 | -81037.1706 |
Avg Daily Profit (%) | -0.4814 | 0.0401 | -0.5215 | 0 | 0.2218 | 0 |
Buy And Hold Return (%) | 627.8846 | 627.8846 | 627.8846 | 627.8846 | 627.8846 | 627.8846 |
Max Trade Drawdown | -967267 | -26126 | -1030516 | -101070846 | -8692487 | -103665375 |
Profit Factor | 0.3634 | 2.3162 | 0.2815 | 0.4757 | 1.358 | 0.3676 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 42 | 19 | 23 | 35 | 19 | 16 |
Losing Trades | 23 | 14 | 9 | 30 | 14 | 16 |
Profitability (%) | 64.6154 | 57.5758 | 71.875 | 53.8462 | 57.5758 | 50 |
Ratio Avg Win / Avg Loss | 0.199 | 1.7067 | 0.1102 | 0.4078 | 1.0006 | 0.3676 |
Largest Winning Trade | 55836 | 30543 | 55836 | 8924264 | 3964999 | 8924264 |
Largest Losing Trade | -526181 | -20459 | -526181 | -72453198 | -7103832 | -72453198 |
Avg Bars in Trades | 78 | 3 | 154 | 78 | 3 | 154 |
Avg Bars in Winners | 43 | 2 | 78 | 74 | 4 | 158 |
Avg Bars in Losers | 140 | 6 | 350 | 82 | 3 | 151 |
Bars Traded | 5077 | 124 | 4953 | 5077 | 124 | 4953 |
Profit Streak | 92.1893 | 195.1893 | 0 | 0 | 0 | 168.856 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714324 | -298532 | -577974 | -716279 | 356290 | -580229 |
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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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