Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1858732.6902 | 91278.9907 | -1950011.681 | -12642910.5776 | -30814233.7669 | 18171323.1894 |
Total P&L (%) | -1858.7327 | 91.279 | -1950.0117 | -12642.9106 | -30814.2338 | 18171.3232 |
Avg Daily Profit (%) | -0.9908 | 0.0487 | -1.0395 | 0 | 0 | 0.278 |
Buy And Hold Return (%) | 7256.7325 | 7256.7325 | 7256.7325 | 7256.7325 | 7256.7325 | 7256.7325 |
Max Trade Drawdown | -1975596 | -133953 | -1978703 | -47937689 | -38005981 | -22336269 |
Profit Factor | 0.2249 | 1.4627 | 0.1139 | 0.8462 | 0.3459 | 1.5176 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 54 | 29 | 25 | 36 | 14 | 22 |
Losing Trades | 19 | 7 | 12 | 37 | 22 | 15 |
Profitability (%) | 73.9726 | 80.5556 | 67.5676 | 49.3151 | 38.8889 | 59.4595 |
Ratio Avg Win / Avg Loss | 0.0791 | 0.3531 | 0.0547 | 0.8697 | 0.5435 | 1.0347 |
Largest Winning Trade | 27929 | 27929 | 23620 | 20201312 | 5870212 | 20201312 |
Largest Losing Trade | -1279506 | -54386 | -1279506 | -19674105 | -11417957 | -19674105 |
Avg Bars in Trades | 48 | 46 | 50 | 48 | 46 | 50 |
Avg Bars in Winners | 23 | 28 | 18 | 40 | 34 | 44 |
Avg Bars in Losers | 120 | 125 | 118 | 56 | 54 | 59 |
Bars Traded | 3564 | 1687 | 1876 | 3564 | 1687 | 1876 |
Profit Streak | 0 | 163.2088 | 0 | 51.7088 | 0 | 108.7088 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -653670 | -288974 | -578495 | -656758 | -585101 | 329445 |
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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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