Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -640684.863 | 299820.9047 | -940505.7677 | 21699043.0828 | 2750604.1052 | 18948438.9776 |
Total P&L (%) | -640.6849 | 299.8209 | -940.5058 | 21699.0431 | 2750.6041 | 18948.439 |
Avg Daily Profit (%) | -0.3262 | 0.1527 | -0.4789 | 0.2745 | 0.1707 | 0.2676 |
Buy And Hold Return (%) | 2564.3258 | 2564.3258 | 2564.3258 | 2564.3258 | 2564.3258 | 2564.3258 |
Max Trade Drawdown | -1055776 | -86187 | -1085778 | -36028075 | -33692218 | -7685468 |
Profit Factor | 0.4833 | 3.7348 | 0.1679 | 1.4033 | 1.0684 | 2.3922 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 69 | 36 | 33 | 63 | 32 | 31 |
Losing Trades | 14 | 5 | 9 | 20 | 9 | 11 |
Profitability (%) | 83.1325 | 87.8049 | 78.5714 | 75.9036 | 78.0488 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.0981 | 0.5187 | 0.0458 | 0.4455 | 0.3005 | 0.8488 |
Largest Winning Trade | 53455 | 53455 | 13790 | 14238342 | 9264240 | 14238342 |
Largest Losing Trade | -943252 | -54114 | -943252 | -26171701 | -26171701 | -6642435 |
Avg Bars in Trades | 37 | 60 | 15 | 37 | 60 | 15 |
Avg Bars in Winners | 19 | 31 | 7 | 22 | 34 | 9 |
Avg Bars in Losers | 126 | 274 | 44 | 86 | 153 | 32 |
Bars Traded | 3146 | 2496 | 650 | 3146 | 2496 | 650 |
Profit Streak | 0 | 694.3635 | 0 | 0 | 694.3635 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577584 | -148425 | -576753 | 362920 | -277280 | 496898 |
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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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