Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2150393.9146 | 9258.7939 | -2159652.7084 | 32535947.2077 | 14130538.6939 | 18405408.5138 |
Total P&L (%) | -2150.3939 | 9.2588 | -2159.6527 | 32535.9472 | 14130.5387 | 18405.4085 |
Avg Daily Profit (%) | -1.0524 | 0.0045 | -1.0569 | 0.2837 | 0.2429 | 0.2558 |
Buy And Hold Return (%) | 3928.8018 | 3928.8018 | 3928.8018 | 3928.8018 | 3928.8018 | 3928.8018 |
Max Trade Drawdown | -2242489 | -56461 | -2217726 | -27474119 | -7856452 | -25126585 |
Profit Factor | 0.1811 | 1.0591 | 0.1254 | 1.4875 | 1.9178 | 1.3584 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 17 | 12 | 27 | 18 | 9 |
Losing Trades | 34 | 15 | 19 | 36 | 14 | 22 |
Profitability (%) | 46.0317 | 53.125 | 38.7097 | 42.8571 | 56.25 | 29.0323 |
Ratio Avg Win / Avg Loss | 0.2123 | 0.9345 | 0.1985 | 1.9833 | 1.4916 | 3.3206 |
Largest Winning Trade | 77638 | 27142 | 77638 | 42235135 | 8661215 | 42235135 |
Largest Losing Trade | -975735 | -32090 | -975735 | -11862817 | -7856452 | -11862817 |
Avg Bars in Trades | 86 | 14 | 159 | 86 | 14 | 159 |
Avg Bars in Winners | 61 | 16 | 125 | 122 | 13 | 339 |
Avg Bars in Losers | 107 | 12 | 181 | 59 | 15 | 86 |
Bars Traded | 5424 | 465 | 4959 | 5424 | 465 | 4959 |
Profit Streak | 373.3956 | 400.3956 | 0 | 373.3956 | 400.3956 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -732734 | -508082 | -585208 | -142375 | 373428 | -3629 |
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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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