Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2068318.604 | 123310.3828 | -2191628.9868 | -10502.8626 | -36518306.5938 | 36507803.7311 |
Total P&L (%) | -2068.3186 | 123.3104 | -2191.629 | -10.5029 | -36518.3066 | 36507.8037 |
Avg Daily Profit (%) | -1.1131 | 0.0664 | -1.1795 | -0.006 | 0 | 0.3182 |
Buy And Hold Return (%) | 7024.6547 | 7024.6547 | 7024.6547 | 7024.6547 | 7024.6547 | 7024.6547 |
Max Trade Drawdown | -2171952 | -76410 | -2271406 | -68288737 | -46195495 | -58709800 |
Profit Factor | 0.2826 | 1.5325 | 0.1734 | 0.9999 | 0.4536 | 1.4417 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 59 | 29 | 30 | 49 | 24 | 25 |
Losing Trades | 38 | 20 | 18 | 48 | 25 | 23 |
Profitability (%) | 60.8247 | 59.1837 | 62.5 | 50.5155 | 48.9796 | 52.0833 |
Ratio Avg Win / Avg Loss | 0.182 | 1.0569 | 0.104 | 0.9795 | 0.4725 | 1.3263 |
Largest Winning Trade | 48608 | 45454 | 48608 | 28714919 | 5934944 | 28714919 |
Largest Losing Trade | -1560416 | -30535 | -1560416 | -58686406 | -16838389 | -58686406 |
Avg Bars in Trades | 213 | 70 | 360 | 213 | 70 | 360 |
Avg Bars in Winners | 143 | 61 | 223 | 190 | 66 | 310 |
Avg Bars in Losers | 322 | 82 | 589 | 237 | 73 | 415 |
Bars Traded | 20743 | 3438 | 17305 | 20743 | 3438 | 17305 |
Profit Streak | 96.484 | 177.734 | 96.484 | 96.484 | 177.734 | 96.484 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577758 | -265955 | -578509 | -579094 | -579722 | 349695 |
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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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