Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1446038.8378 | 444205.3165 | -1890244.1542 | 12111162.8677 | -80357083.866 | 92468246.7336 |
Total P&L (%) | -1446.0388 | 444.2053 | -1890.2442 | 12111.1629 | -80357.0839 | 92468.2467 |
Avg Daily Profit (%) | -0.639 | 0.1963 | -0.8353 | 0.2126 | 0 | 0.3023 |
Buy And Hold Return (%) | 11277.3297 | 11277.3297 | 11277.3297 | 11277.3297 | 11277.3297 | 11277.3297 |
Max Trade Drawdown | -1886568 | -50407 | -1961072 | -99261078 | -85818919 | -42360963 |
Profit Factor | 0.3756 | 4.6619 | 0.1387 | 1.062 | 0.339 | 2.2553 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 49 | 27 | 22 | 33 | 19 | 14 |
Losing Trades | 24 | 9 | 15 | 40 | 17 | 23 |
Profitability (%) | 67.1233 | 75 | 59.4595 | 45.2055 | 52.7778 | 37.8378 |
Ratio Avg Win / Avg Loss | 0.184 | 1.554 | 0.0946 | 1.2873 | 0.3033 | 3.7052 |
Largest Winning Trade | 147604 | 147604 | 41508 | 94323427 | 17804980 | 94323427 |
Largest Losing Trade | -1886192 | -50407 | -1886192 | -33866798 | -33866798 | -11893538 |
Avg Bars in Trades | 117 | 121 | 114 | 117 | 121 | 114 |
Avg Bars in Winners | 95 | 98 | 91 | 131 | 112 | 157 |
Avg Bars in Losers | 163 | 191 | 147 | 106 | 130 | 87 |
Bars Traded | 8593 | 4368 | 4225 | 8593 | 4368 | 4225 |
Profit Streak | 0 | 131.1206 | 0 | 0 | 131.1206 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -654558 | -146834 | -579546 | -365057 | -579852 | 305306 |
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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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