Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1640775.5837 | 8457.4476 | -1649233.0313 | 1941405.1562 | -18123734.3374 | 20065139.4936 |
Total P&L (%) | -1640.7756 | 8.4574 | -1649.233 | 1941.4052 | -18123.7343 | 20065.1395 |
Avg Daily Profit (%) | -0.7237 | 0.0037 | -0.7274 | 0.1331 | 0 | 0.2343 |
Buy And Hold Return (%) | 570.9341 | 570.9341 | 570.9341 | 570.9341 | 570.9341 | 570.9341 |
Max Trade Drawdown | -1706962 | -117988 | -1708212 | -24104966 | -22649869 | -5166275 |
Profit Factor | 0.2466 | 1.0297 | 0.1287 | 1.0422 | 0.4909 | 2.9189 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 72 | 36 | 36 | 62 | 28 | 34 |
Losing Trades | 21 | 10 | 11 | 31 | 18 | 13 |
Profitability (%) | 77.4194 | 78.2609 | 76.5957 | 66.6667 | 60.8696 | 72.3404 |
Ratio Avg Win / Avg Loss | 0.0719 | 0.286 | 0.0393 | 0.5211 | 0.3156 | 1.1161 |
Largest Winning Trade | 31104 | 31104 | 28836 | 14584048 | 3085345 | 14584048 |
Largest Losing Trade | -1295285 | -58346 | -1295285 | -12927865 | -12927865 | -2674973 |
Avg Bars in Trades | 65 | 71 | 59 | 65 | 71 | 59 |
Avg Bars in Winners | 23 | 25 | 22 | 31 | 23 | 37 |
Avg Bars in Losers | 207 | 237 | 180 | 133 | 144 | 116 |
Bars Traded | 6085 | 3277 | 2808 | 6085 | 3277 | 2808 |
Profit Streak | 85.5083 | 85.5083 | 288.175 | 85.5083 | 85.5083 | 288.175 |
Trades During Streak | 5 | 2 | 9 | 5 | 2 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575245 | -538458 | -575771 | -189343 | -578334 | 620937 |
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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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