Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2188244.3245 | 38999.2079 | -2227243.5325 | 25952636.1306 | -14027497.3518 | 39980133.4824 |
Total P&L (%) | -2188.2443 | 38.9992 | -2227.2435 | 25952.6361 | -14027.4974 | 39980.1335 |
Avg Daily Profit (%) | -1.2227 | 0.0218 | -1.2444 | 0.3113 | 0 | 0.3354 |
Buy And Hold Return (%) | 273.0557 | 273.0557 | 273.0557 | 273.0557 | 273.0557 | 273.0557 |
Max Trade Drawdown | -2463923 | -168270 | -1491532 | -27429343 | -44585436 | -20957262 |
Profit Factor | 0.2565 | 1.1103 | 0.14 | 1.2444 | 0.8035 | 2.1488 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 64.2857 | 57.1429 | 71.4286 | 64.2857 | 57.1429 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.1425 | 0.8328 | 0.056 | 0.6913 | 0.6026 | 0.8595 |
Largest Winning Trade | 89703 | 89703 | 33692 | 12152414 | 10170270 | 12152414 |
Largest Losing Trade | -1491532 | -55081 | -1491532 | -18089974 | -18089974 | -13292945 |
Avg Bars in Trades | 82 | 78 | 86 | 82 | 78 | 86 |
Avg Bars in Winners | 61 | 52 | 68 | 69 | 57 | 78 |
Avg Bars in Losers | 120 | 113 | 131 | 106 | 105 | 106 |
Bars Traded | 6912 | 3288 | 3624 | 6912 | 3288 | 3624 |
Profit Streak | 25.9371 | 212.4371 | 25.9371 | 25.9371 | 212.4371 | 25.9371 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577404 | -427972 | -577414 | 375846 | -578400 | 499249 |
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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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