Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1613958.8249 | -55283.4565 | -1558675.3684 | -42414.368 | 7282802.3211 | -7325216.6891 |
Total P&L (%) | -1613.9588 | -55.2835 | -1558.6754 | -42.4144 | 7282.8023 | -7325.2167 |
Avg Daily Profit (%) | -0.8592 | -0.0294 | -0.8297 | -0.0294 | 0.2293 | 0 |
Buy And Hold Return (%) | 522.8366 | 522.8366 | 522.8366 | 522.8366 | 522.8366 | 522.8366 |
Max Trade Drawdown | -1859272 | -200040 | -1686915 | -6989306 | -450438 | -8935059 |
Profit Factor | 0.2608 | 0.8222 | 0.1675 | 0.9972 | 6.2949 | 0.465 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 52 | 21 | 31 | 40 | 24 | 16 |
Losing Trades | 23 | 16 | 7 | 35 | 13 | 22 |
Profitability (%) | 69.3333 | 56.7568 | 81.5789 | 53.3333 | 64.8649 | 42.1053 |
Ratio Avg Win / Avg Loss | 0.1153 | 0.6264 | 0.0378 | 0.8725 | 3.4097 | 0.6393 |
Largest Winning Trade | 53018 | 53018 | 29197 | 3926660 | 2989822 | 3926660 |
Largest Losing Trade | -980124 | -64822 | -980124 | -6090519 | -450438 | -6090519 |
Avg Bars in Trades | 96 | 115 | 78 | 96 | 115 | 78 |
Avg Bars in Winners | 47 | 54 | 42 | 117 | 127 | 103 |
Avg Bars in Losers | 207 | 194 | 237 | 72 | 92 | 60 |
Bars Traded | 7237 | 4258 | 2979 | 7237 | 4258 | 2979 |
Profit Streak | 86.5704 | 86.5704 | 289.0704 | 86.5704 | 86.5704 | 343.8204 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -637820 | -578935 | -575309 | -640172 | 709533 | -582411 |
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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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