Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1458112.7298 | 36616.0415 | -1494728.7713 | 2524508.9891 | -27613090.3125 | 30137599.3017 |
Total P&L (%) | -1458.1127 | 36.616 | -1494.7288 | 2524.509 | -27613.0903 | 30137.5993 |
Avg Daily Profit (%) | -0.7748 | 0.0195 | -0.7942 | 0.1738 | 0 | 0.304 |
Buy And Hold Return (%) | 480.6256 | 480.6256 | 480.6256 | 480.6256 | 480.6256 | 480.6256 |
Max Trade Drawdown | -1628313 | -159908 | -1586893 | -33775369 | -34254029 | -5483949 |
Profit Factor | 0.2571 | 1.1525 | 0.1322 | 1.0497 | 0.343 | 4.4458 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 63 | 33 | 30 | 57 | 28 | 29 |
Losing Trades | 15 | 6 | 9 | 21 | 11 | 10 |
Profitability (%) | 80.7692 | 84.6154 | 76.9231 | 73.0769 | 71.7949 | 74.359 |
Ratio Avg Win / Avg Loss | 0.0612 | 0.2095 | 0.0397 | 0.3867 | 0.1347 | 1.533 |
Largest Winning Trade | 35671 | 32970 | 35671 | 30586218 | 6091048 | 30586218 |
Largest Losing Trade | -848592 | -70678 | -848592 | -24230471 | -24230471 | -3469481 |
Avg Bars in Trades | 44 | 53 | 36 | 44 | 53 | 36 |
Avg Bars in Winners | 12 | 14 | 11 | 18 | 12 | 23 |
Avg Bars in Losers | 179 | 269 | 119 | 117 | 158 | 71 |
Bars Traded | 3491 | 2086 | 1405 | 3491 | 2086 | 1405 |
Profit Streak | 152.1519 | 152.1519 | 255.1519 | 152.1519 | 152.1519 | 255.1519 |
Trades During Streak | 21 | 10 | 13 | 21 | 10 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -613558 | -381175 | -575703 | -194604 | -576368 | 758041 |
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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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