Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1354045.3985 | 27566.7927 | -1381612.1912 | 5620621.8127 | -29029636.1674 | 34650257.9801 |
Total P&L (%) | -1354.0454 | 27.5668 | -1381.6122 | 5620.6218 | -29029.6362 | 34650.258 |
Avg Daily Profit (%) | -0.7215 | 0.0147 | -0.7362 | 0.2159 | 0 | 0.3123 |
Buy And Hold Return (%) | 722.3235 | 722.3235 | 722.3235 | 722.3235 | 722.3235 | 722.3235 |
Max Trade Drawdown | -1546160 | -114080 | -1497229 | -33243976 | -34837890 | -6045804 |
Profit Factor | 0.2462 | 1.1369 | 0.1337 | 1.0988 | 0.3814 | 4.4831 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 67 | 32 | 35 | 65 | 30 | 35 |
Losing Trades | 16 | 9 | 7 | 18 | 11 | 7 |
Profitability (%) | 80.7229 | 78.0488 | 83.3333 | 78.3133 | 73.1707 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.0588 | 0.3197 | 0.0267 | 0.3043 | 0.1398 | 0.8966 |
Largest Winning Trade | 26610 | 24079 | 26610 | 29380100 | 3310382 | 29380100 |
Largest Losing Trade | -792442 | -76645 | -792442 | -27787824 | -27787824 | -3865467 |
Avg Bars in Trades | 64 | 82 | 45 | 64 | 82 | 45 |
Avg Bars in Winners | 13 | 17 | 10 | 20 | 13 | 27 |
Avg Bars in Losers | 276 | 317 | 224 | 221 | 273 | 139 |
Bars Traded | 5323 | 3398 | 1925 | 5323 | 3398 | 1925 |
Profit Streak | 82.6622 | 82.6622 | 244.3289 | 82.6622 | 82.6622 | 244.3289 |
Trades During Streak | 13 | 6 | 9 | 13 | 6 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576133 | -405468 | -575028 | -100959 | -576236 | 697849 |
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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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