Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1775761.4676 | 70674.5018 | -1846435.9694 | 25631339.0107 | -14549566.3163 | 40180905.327 |
Total P&L (%) | -1775.7615 | 70.6745 | -1846.436 | 25631.339 | -14549.5663 | 40180.9053 |
Avg Daily Profit (%) | -0.9617 | 0.0383 | -1 | 0.301 | 0 | 0.3254 |
Buy And Hold Return (%) | 103.8422 | 103.8422 | 103.8422 | 103.8422 | 103.8422 | 103.8422 |
Max Trade Drawdown | -1956877 | -90296 | -1934653 | -38998222 | -38393675 | -10651364 |
Profit Factor | 0.266 | 1.2438 | 0.1329 | 1.3098 | 0.7673 | 2.9874 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 58 | 25 | 33 | 44 | 23 | 21 |
Losing Trades | 39 | 23 | 16 | 53 | 25 | 28 |
Profitability (%) | 59.7938 | 52.0833 | 67.3469 | 45.3608 | 47.9167 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.1789 | 1.1443 | 0.0644 | 1.5777 | 0.834 | 3.9832 |
Largest Winning Trade | 66776 | 66776 | 30947 | 25501482 | 9298621 | 25501482 |
Largest Losing Trade | -1664842 | -65034 | -1664842 | -37661205 | -37661205 | -3151162 |
Avg Bars in Trades | 107 | 101 | 114 | 107 | 101 | 114 |
Avg Bars in Winners | 59 | 57 | 62 | 133 | 115 | 153 |
Avg Bars in Losers | 179 | 149 | 221 | 86 | 89 | 84 |
Bars Traded | 10475 | 4874 | 5601 | 10475 | 4874 | 5601 |
Profit Streak | 84.5143 | 85.1809 | 84.5143 | 84.5143 | 85.1809 | 84.5143 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578288 | -306893 | -577874 | 344581 | -580941 | 456901 |
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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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