Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -687933.0766 | 128007.9585 | -815941.0351 | 4162863.6789 | -46101990.206 | 50264853.8849 |
Total P&L (%) | -687.9331 | 128.008 | -815.941 | 4162.8637 | -46101.9902 | 50264.8539 |
Avg Daily Profit (%) | -0.3656 | 0.068 | -0.4337 | 0.1996 | 0 | 0.3312 |
Buy And Hold Return (%) | 611.6765 | 611.6765 | 611.6765 | 611.6765 | 611.6765 | 611.6765 |
Max Trade Drawdown | -891072 | -153018 | -923599 | -59301102 | -47103426 | -14258677 |
Profit Factor | 0.4496 | 1.6842 | 0.2323 | 1.0496 | 0.1902 | 2.8655 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 71 | 35 | 36 | 59 | 28 | 31 |
Losing Trades | 10 | 5 | 5 | 22 | 12 | 10 |
Profitability (%) | 87.6543 | 87.5 | 87.8049 | 72.8395 | 70 | 75.6098 |
Ratio Avg Win / Avg Loss | 0.0633 | 0.2406 | 0.0323 | 0.3914 | 0.0815 | 0.9244 |
Largest Winning Trade | 44913 | 44913 | 34802 | 70424726 | 5956903 | 70424726 |
Largest Losing Trade | -495937 | -80017 | -495937 | -37837122 | -37837122 | -14149473 |
Avg Bars in Trades | 43 | 52 | 35 | 43 | 52 | 35 |
Avg Bars in Winners | 8 | 7 | 8 | 14 | 5 | 21 |
Avg Bars in Losers | 297 | 366 | 228 | 123 | 161 | 78 |
Bars Traded | 3559 | 2109 | 1450 | 3559 | 2109 | 1450 |
Profit Streak | 61.4485 | 61.4485 | 248.4485 | 61.4485 | 61.4485 | 248.4485 |
Trades During Streak | 17 | 8 | 12 | 17 | 8 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -590360 | -261197 | -574544 | -170950 | -576543 | 603271 |
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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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