Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1373150.0736 | 44289.8719 | -1417439.9455 | 925551.1374 | -71909481.6701 | 72835032.8075 |
Total P&L (%) | -1373.1501 | 44.2899 | -1417.4399 | 925.5511 | -71909.4817 | 72835.0328 |
Avg Daily Profit (%) | -0.7353 | 0.0237 | -0.759 | 0.1247 | 0 | 0.3536 |
Buy And Hold Return (%) | 679.8554 | 679.8554 | 679.8554 | 679.8554 | 679.8554 | 679.8554 |
Max Trade Drawdown | -1596965 | -121436 | -1545924 | -65525141 | -74128285 | -28357019 |
Profit Factor | 0.2849 | 1.2077 | 0.1696 | 1.0067 | 0.2719 | 2.8376 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 69 | 34 | 35 | 63 | 30 | 33 |
Losing Trades | 15 | 8 | 7 | 21 | 12 | 9 |
Profitability (%) | 82.1429 | 80.9524 | 83.3333 | 75 | 71.4286 | 78.5714 |
Ratio Avg Win / Avg Loss | 0.0619 | 0.2842 | 0.0339 | 0.3356 | 0.1087 | 0.7739 |
Largest Winning Trade | 40725 | 40725 | 28983 | 71869578 | 7168112 | 71869578 |
Largest Losing Trade | -833790 | -65658 | -833790 | -40750592 | -40750592 | -18046987 |
Avg Bars in Trades | 40 | 44 | 36 | 40 | 44 | 36 |
Avg Bars in Winners | 10 | 10 | 10 | 15 | 7 | 22 |
Avg Bars in Losers | 177 | 187 | 166 | 115 | 135 | 89 |
Bars Traded | 3402 | 1859 | 1543 | 3402 | 1859 | 1543 |
Profit Streak | 0 | 0 | 242.8596 | 0 | 0 | 242.8596 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576178 | -325084 | -575074 | -290526 | -577956 | 618612 |
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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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