Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1850724.9861 | -55436.1906 | -1795288.7954 | 267935.348 | -7268544.8686 | 7536480.2167 |
Total P&L (%) | -1850.725 | -55.4362 | -1795.2888 | 267.9353 | -7268.5449 | 7536.4802 |
Avg Daily Profit (%) | -0.8883 | -0.0266 | -0.8617 | 0.0626 | 0 | 0.2083 |
Buy And Hold Return (%) | 751.6051 | 751.6051 | 751.6051 | 751.6051 | 751.6051 | 751.6051 |
Max Trade Drawdown | -1914654 | -134149 | -1395402 | -9115014 | -7376530 | -2064926 |
Profit Factor | 0.1762 | 0.8146 | 0.0782 | 1.0197 | 0.2266 | 2.7923 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 38 | 19 | 19 | 34 | 17 | 17 |
Losing Trades | 24 | 12 | 12 | 28 | 14 | 14 |
Profitability (%) | 61.2903 | 61.2903 | 61.2903 | 54.8387 | 54.8387 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.1113 | 0.5145 | 0.0494 | 0.8398 | 0.1866 | 2.2996 |
Largest Winning Trade | 36378 | 36378 | 33080 | 10176976 | 763940 | 10176976 |
Largest Losing Trade | -1311550 | -62800 | -1311550 | -3678727 | -3678727 | -954923 |
Avg Bars in Trades | 383 | 429 | 338 | 383 | 429 | 338 |
Avg Bars in Winners | 145 | 165 | 126 | 184 | 189 | 180 |
Avg Bars in Losers | 760 | 847 | 673 | 625 | 721 | 529 |
Bars Traded | 23792 | 13313 | 10479 | 23792 | 13313 | 10479 |
Profit Streak | 84.4958 | 84.4958 | 150.5791 | 84.4958 | 84.4958 | 150.5791 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -736449 | -578796 | -578002 | -632217 | -579632 | 553584 |
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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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