Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -921063.8388 | 181216.2534 | -1102280.0922 | -3537734.8226 | -22040940.4478 | 18503205.6252 |
Total P&L (%) | -921.0638 | 181.2163 | -1102.2801 | -3537.7348 | -22040.9404 | 18503.2056 |
Avg Daily Profit (%) | -0.4963 | 0.0976 | -0.5939 | 0 | 0 | 0.282 |
Buy And Hold Return (%) | 6925.937 | 6925.937 | 6925.937 | 6925.937 | 6925.937 | 6925.937 |
Max Trade Drawdown | -1145102 | -165670 | -1188302 | -27397584 | -23304128 | -6602996 |
Profit Factor | 0.4093 | 1.8488 | 0.1809 | 0.9076 | 0.1542 | 2.5138 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 62 | 33 | 29 | 37 | 16 | 21 |
Losing Trades | 22 | 9 | 13 | 47 | 26 | 21 |
Profitability (%) | 73.8095 | 78.5714 | 69.0476 | 44.0476 | 38.0952 | 50 |
Ratio Avg Win / Avg Loss | 0.1452 | 0.5042 | 0.0811 | 1.1529 | 0.2506 | 2.5138 |
Largest Winning Trade | 71531 | 71531 | 59615 | 22657379 | 1542625 | 22657379 |
Largest Losing Trade | -464898 | -58670 | -464898 | -10322678 | -10322678 | -5077104 |
Avg Bars in Trades | 42 | 40 | 44 | 42 | 40 | 44 |
Avg Bars in Winners | 20 | 23 | 16 | 44 | 37 | 50 |
Avg Bars in Losers | 105 | 103 | 106 | 41 | 42 | 38 |
Bars Traded | 3586 | 1719 | 1866 | 3586 | 1719 | 1866 |
Profit Streak | 88.6296 | 143.1296 | 88.6296 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575827 | -222960 | -577707 | -581201 | -585364 | 366132 |
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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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