Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -854035.5587 | 125391.0422 | -979426.6008 | 8544497.4696 | -83930187.3509 | 92474684.8205 |
Total P&L (%) | -854.0356 | 125.391 | -979.4266 | 8544.4975 | -83930.1874 | 92474.6848 |
Avg Daily Profit (%) | -0.4537 | 0.0666 | -0.5203 | 0.2372 | 0 | 0.3635 |
Buy And Hold Return (%) | 434.4888 | 434.4888 | 434.4888 | 434.4888 | 434.4888 | 434.4888 |
Max Trade Drawdown | -1120678 | -158602 | -1110794 | -106648656 | -91591434 | -15057222 |
Profit Factor | 0.3977 | 1.6937 | 0.2084 | 1.0605 | 0.2101 | 3.6404 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 55 | 28 | 27 | 47 | 23 | 24 |
Losing Trades | 10 | 4 | 6 | 18 | 9 | 9 |
Profitability (%) | 84.6154 | 87.5 | 81.8182 | 72.3077 | 71.875 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.0723 | 0.242 | 0.0463 | 0.4061 | 0.0822 | 1.3652 |
Largest Winning Trade | 42672 | 42672 | 26610 | 115663763 | 15703603 | 115663763 |
Largest Losing Trade | -584431 | -79208 | -584431 | -76778263 | -76778263 | -14096486 |
Avg Bars in Trades | 81 | 102 | 62 | 81 | 102 | 62 |
Avg Bars in Winners | 16 | 19 | 13 | 26 | 16 | 36 |
Avg Bars in Losers | 443 | 682 | 283 | 225 | 320 | 131 |
Bars Traded | 5325 | 3265 | 2060 | 5325 | 3265 | 2060 |
Profit Streak | 88.2019 | 88.2019 | 248.8685 | 88.2019 | 88.2019 | 248.8685 |
Trades During Streak | 17 | 8 | 9 | 17 | 8 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -710701 | -263167 | -575245 | -278678 | -576395 | 703259 |
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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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