Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1661815.0968 | -54609.624 | -1607205.4728 | 209704.8035 | 14973148.0574 | -14763443.254 |
Total P&L (%) | -1661.8151 | -54.6096 | -1607.2055 | 209.7048 | 14973.1481 | -14763.4433 |
Avg Daily Profit (%) | -0.8879 | -0.0292 | -0.8587 | 0.0604 | 0.2683 | 0 |
Buy And Hold Return (%) | 298.5432 | 298.5432 | 298.5432 | 298.5432 | 298.5432 | 298.5432 |
Max Trade Drawdown | -1891417 | -186016 | -1745839 | -19801485 | -3379844 | -19428144 |
Profit Factor | 0.2704 | 0.8229 | 0.1839 | 1.0063 | 3.6061 | 0.4665 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 48 | 20 | 28 | 40 | 23 | 17 |
Losing Trades | 25 | 16 | 9 | 33 | 13 | 20 |
Profitability (%) | 65.7534 | 55.5556 | 75.6757 | 54.7945 | 63.8889 | 45.9459 |
Ratio Avg Win / Avg Loss | 0.1408 | 0.6583 | 0.0591 | 0.8302 | 2.0382 | 0.5488 |
Largest Winning Trade | 40505 | 40505 | 31053 | 10773228 | 10773228 | 5521968 |
Largest Losing Trade | -1116123 | -61283 | -1116123 | -10566264 | -3379844 | -10566264 |
Avg Bars in Trades | 151 | 182 | 122 | 151 | 182 | 122 |
Avg Bars in Winners | 63 | 78 | 51 | 181 | 201 | 153 |
Avg Bars in Losers | 322 | 311 | 342 | 116 | 148 | 95 |
Bars Traded | 11095 | 6565 | 4530 | 11095 | 6565 | 4530 |
Profit Streak | 79.9449 | 79.9449 | 122.9449 | 79.9449 | 79.9449 | 122.9449 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -653180 | -578691 | -576058 | -567143 | 668193 | -580963 |
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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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