Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1631767.1797 | 213581.9072 | -1845349.0868 | 2771269.8727 | -42860416.7461 | 45631686.6187 |
Total P&L (%) | -1631.7672 | 213.5819 | -1845.3491 | 2771.2699 | -42860.4167 | 45631.6866 |
Avg Daily Profit (%) | -0.8308 | 0.1087 | -0.9396 | 0.1711 | 0 | 0.3124 |
Buy And Hold Return (%) | 1123.871 | 1123.871 | 1123.871 | 1123.871 | 1123.871 | 1123.871 |
Max Trade Drawdown | -2009579 | -91208 | -2012556 | -44152280 | -43959327 | -25288864 |
Profit Factor | 0.3351 | 1.8347 | 0.1606 | 1.0271 | 0.2039 | 1.9402 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 52 | 27 | 25 | 50 | 25 | 25 |
Losing Trades | 24 | 11 | 13 | 26 | 13 | 13 |
Profitability (%) | 68.4211 | 71.0526 | 65.7895 | 65.7895 | 65.7895 | 65.7895 |
Ratio Avg Win / Avg Loss | 0.1547 | 0.7475 | 0.0835 | 0.5341 | 0.106 | 1.0089 |
Largest Winning Trade | 63311 | 59103 | 63311 | 82966092 | 4567046 | 82966092 |
Largest Losing Trade | -1741133 | -64143 | -1741133 | -19348171 | -18605516 | -19348171 |
Avg Bars in Trades | 75 | 77 | 73 | 75 | 77 | 73 |
Avg Bars in Winners | 43 | 46 | 39 | 46 | 49 | 43 |
Avg Bars in Losers | 144 | 151 | 138 | 130 | 131 | 130 |
Bars Traded | 5721 | 2931 | 2790 | 5721 | 2931 | 2790 |
Profit Streak | 440.9326 | 440.9326 | 565.9326 | 440.9326 | 440.9326 | 565.9326 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -630551 | -209556 | -577367 | -238524 | -578133 | 539374 |
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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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