Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1378768.8998 | 38531.3642 | -1417300.2641 | 7461111.9751 | -36811779.754 | 44272891.7291 |
Total P&L (%) | -1378.7689 | 38.5314 | -1417.3003 | 7461.112 | -36811.7798 | 44272.8917 |
Avg Daily Profit (%) | -0.7339 | 0.0205 | -0.7544 | 0.2305 | 0 | 0.325 |
Buy And Hold Return (%) | 606.3882 | 606.3882 | 606.3882 | 606.3882 | 606.3882 | 606.3882 |
Max Trade Drawdown | -1596329 | -114942 | -1537701 | -39045697 | -42237015 | -8079472 |
Profit Factor | 0.2498 | 1.1992 | 0.1381 | 1.1094 | 0.3363 | 4.483 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 69 | 33 | 36 | 65 | 30 | 35 |
Losing Trades | 14 | 8 | 6 | 18 | 11 | 7 |
Profitability (%) | 83.1325 | 80.4878 | 85.7143 | 78.3133 | 73.1707 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.0507 | 0.2907 | 0.023 | 0.3072 | 0.1233 | 0.8966 |
Largest Winning Trade | 29326 | 29326 | 26610 | 38933032 | 4386752 | 38933032 |
Largest Losing Trade | -840968 | -77153 | -840968 | -32951914 | -32951914 | -4703457 |
Avg Bars in Trades | 64 | 82 | 46 | 64 | 82 | 46 |
Avg Bars in Winners | 11 | 14 | 9 | 19 | 10 | 26 |
Avg Bars in Losers | 322 | 362 | 268 | 226 | 277 | 146 |
Bars Traded | 5323 | 3365 | 1958 | 5323 | 3365 | 1958 |
Profit Streak | 27.331 | 27.331 | 246.331 | 27.331 | 27.331 | 246.331 |
Trades During Streak | 5 | 2 | 11 | 5 | 2 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576045 | -329362 | -574756 | -89296 | -576725 | 703206 |
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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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