Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4041386.1517 | -11265.455 | -4030120.6967 | 3296113.8583 | -5686219.4856 | 8982333.3439 |
Total P&L (%) | -4041.3862 | -11.2655 | -4030.1207 | 3296.1139 | -5686.2195 | 8982.3333 |
Avg Daily Profit (%) | -1.8143 | -0.0051 | -1.8093 | 0.1584 | 0 | 0.2026 |
Buy And Hold Return (%) | 126.2527 | 126.2527 | 126.2527 | 126.2527 | 126.2527 | 126.2527 |
Max Trade Drawdown | -4151057 | -81431 | -4140468 | -17732899 | -6865385 | -15619659 |
Profit Factor | 0.1136 | 0.9263 | 0.0854 | 1.0995 | 0.4876 | 1.4081 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 44 | 21 | 23 | 40 | 18 | 22 |
Losing Trades | 30 | 16 | 14 | 34 | 19 | 15 |
Profitability (%) | 59.4595 | 56.7568 | 62.1622 | 54.0541 | 48.6486 | 59.4595 |
Ratio Avg Win / Avg Loss | 0.0775 | 0.7058 | 0.052 | 0.9346 | 0.5147 | 0.96 |
Largest Winning Trade | 59852 | 25955 | 59852 | 21895341 | 2121939 | 21895341 |
Largest Losing Trade | -4131867 | -23993 | -4131867 | -5605746 | -1929998 | -5605746 |
Avg Bars in Trades | 51 | 16 | 86 | 51 | 16 | 86 |
Avg Bars in Winners | 45 | 6 | 81 | 39 | 6 | 66 |
Avg Bars in Losers | 60 | 29 | 95 | 65 | 25 | 116 |
Bars Traded | 3813 | 604 | 3209 | 3813 | 604 | 3209 |
Profit Streak | 148.6119 | 148.6119 | 154.6119 | 148.6119 | 148.6119 | 154.6119 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -646699 | -579045 | -578231 | -171632 | -580446 | 336001 |
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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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