Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2600727.1095 | -97848.076 | -2502879.0335 | 2197737.0593 | -26603214.7679 | 28800951.8272 |
Total P&L (%) | -2600.7271 | -97.8481 | -2502.879 | 2197.7371 | -26603.2148 | 28800.9518 |
Avg Daily Profit (%) | -1.4489 | -0.0545 | -1.3944 | 0.1748 | 0 | 0.3162 |
Buy And Hold Return (%) | 273.2153 | 273.2153 | 273.2153 | 273.2153 | 273.2153 | 273.2153 |
Max Trade Drawdown | -2611963 | -150147 | -1862361 | -22793495 | -28267015 | -1388934 |
Profit Factor | 0.1039 | 0.6153 | 0.0548 | 1.0573 | 0.2478 | 10.672 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 66 | 32 | 34 | 62 | 29 | 33 |
Losing Trades | 12 | 7 | 5 | 16 | 10 | 6 |
Profitability (%) | 84.6154 | 82.0513 | 87.1795 | 79.4872 | 74.359 | 84.6154 |
Ratio Avg Win / Avg Loss | 0.0189 | 0.1346 | 0.0081 | 0.2729 | 0.0854 | 1.9404 |
Largest Winning Trade | 17170 | 17170 | 10679 | 21776335 | 1935473 | 21776335 |
Largest Losing Trade | -1862361 | -83123 | -1862361 | -20395826 | -20395826 | -999075 |
Avg Bars in Trades | 65 | 88 | 42 | 65 | 88 | 42 |
Avg Bars in Winners | 11 | 12 | 9 | 17 | 10 | 24 |
Avg Bars in Losers | 365 | 436 | 266 | 252 | 317 | 143 |
Bars Traded | 5122 | 3464 | 1657 | 5122 | 3464 | 1657 |
Profit Streak | 21.4991 | 0 | 288.4991 | 21.4991 | 0 | 288.4991 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -614389 | -576669 | -574714 | -185451 | -577599 | 841436 |
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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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