Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2866851.3834 | 38645.7025 | -2905497.0859 | 572248.3256 | -84753764.9881 | 85326013.3137 |
Total P&L (%) | -2866.8514 | 38.6457 | -2905.4971 | 572.2483 | -84753.765 | 85326.0133 |
Avg Daily Profit (%) | -1.5343 | 0.0207 | -1.555 | 0.102 | 0 | 0.3619 |
Buy And Hold Return (%) | 6549.739 | 6549.739 | 6549.739 | 6549.739 | 6549.739 | 6549.739 |
Max Trade Drawdown | -3018034 | -85501 | -3015752 | -147524169 | -88681709 | -94220195 |
Profit Factor | 0.1926 | 1.2184 | 0.1388 | 1.0023 | 0.291 | 1.6746 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 59 | 28 | 31 | 49 | 20 | 29 |
Losing Trades | 28 | 16 | 12 | 38 | 24 | 14 |
Profitability (%) | 67.8161 | 63.6364 | 72.093 | 56.3218 | 45.4545 | 67.4419 |
Ratio Avg Win / Avg Loss | 0.0914 | 0.6962 | 0.0537 | 0.7773 | 0.3492 | 0.8084 |
Largest Winning Trade | 37574 | 33891 | 37574 | 50623002 | 10248927 | 50623002 |
Largest Losing Trade | -2057279 | -34220 | -2057279 | -93769055 | -42096969 | -93769055 |
Avg Bars in Trades | 39 | 9 | 70 | 39 | 9 | 70 |
Avg Bars in Winners | 22 | 6 | 37 | 37 | 6 | 58 |
Avg Bars in Losers | 75 | 14 | 157 | 42 | 11 | 96 |
Bars Traded | 3449 | 401 | 3048 | 3449 | 401 | 3048 |
Profit Streak | 109.5484 | 109.5484 | 113.5484 | 109.5484 | 109.5484 | 113.5484 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576567 | -330026 | -576905 | -439319 | -581251 | 471096 |
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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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