Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1545463.8755 | 144586.2242 | -1690050.0997 | 15603778.2267 | 3532944.5848 | 12070833.6418 |
Total P&L (%) | -1545.4639 | 144.5862 | -1690.0501 | 15603.7782 | 3532.9446 | 12070.8336 |
Avg Daily Profit (%) | -0.8591 | 0.0804 | -0.9394 | 0.2815 | 0.1999 | 0.2673 |
Buy And Hold Return (%) | 1658.211 | 1658.211 | 1658.211 | 1658.211 | 1658.211 | 1658.211 |
Max Trade Drawdown | -1713543 | -26700 | -600483 | -11826570 | -2681535 | -11142435 |
Profit Factor | 0.3509 | 2.4159 | 0.2583 | 1.3424 | 1.366 | 1.3361 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 74 | 39 | 35 | 52 | 26 | 26 |
Losing Trades | 32 | 14 | 18 | 54 | 27 | 27 |
Profitability (%) | 69.8113 | 73.5849 | 66.0377 | 49.0566 | 49.0566 | 49.0566 |
Ratio Avg Win / Avg Loss | 0.1517 | 0.8673 | 0.1328 | 1.3941 | 1.4185 | 1.3875 |
Largest Winning Trade | 52155 | 20480 | 52155 | 13108264 | 1942500 | 13108264 |
Largest Losing Trade | -1431830 | -23527 | -1431830 | -10220645 | -1238219 | -10220645 |
Avg Bars in Trades | 199 | 31 | 367 | 199 | 31 | 367 |
Avg Bars in Winners | 104 | 25 | 193 | 218 | 25 | 410 |
Avg Bars in Losers | 416 | 47 | 704 | 180 | 36 | 325 |
Bars Traded | 21111 | 1651 | 19460 | 21111 | 1651 | 19460 |
Profit Streak | 55.3452 | 176.5119 | 55.3452 | 55.3452 | 176.5119 | 55.3452 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576667 | -425627 | -758192 | 359091 | -176946 | -170943 |
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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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