Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1241740.7136 | 64403.5593 | -1306144.2729 | 7002943.7879 | -9713930.5004 | 16716874.2883 |
Total P&L (%) | -1241.7407 | 64.4036 | -1306.1443 | 7002.9438 | -9713.9305 | 16716.8743 |
Avg Daily Profit (%) | -0.547 | 0.0284 | -0.5754 | 0.188 | 0 | 0.226 |
Buy And Hold Return (%) | 473.9496 | 473.9496 | 473.9496 | 473.9496 | 473.9496 | 473.9496 |
Max Trade Drawdown | -1349249 | -78751 | -1404550 | -12331990 | -12910819 | -7466510 |
Profit Factor | 0.3098 | 1.285 | 0.1697 | 1.202 | 0.5896 | 2.5199 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 57 | 27 | 30 | 47 | 21 | 26 |
Losing Trades | 18 | 10 | 8 | 28 | 16 | 12 |
Profitability (%) | 76 | 72.973 | 78.9474 | 62.6667 | 56.7568 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.0978 | 0.4759 | 0.0453 | 0.7161 | 0.4492 | 1.163 |
Largest Winning Trade | 38603 | 38603 | 31415 | 10902757 | 2591082 | 10902757 |
Largest Losing Trade | -1111160 | -37357 | -1111160 | -5230930 | -4732868 | -5230930 |
Avg Bars in Trades | 53 | 63 | 44 | 53 | 63 | 44 |
Avg Bars in Winners | 18 | 19 | 18 | 22 | 19 | 25 |
Avg Bars in Losers | 163 | 181 | 140 | 105 | 121 | 84 |
Bars Traded | 4022 | 2339 | 1683 | 4022 | 2339 | 1683 |
Profit Streak | 86.9728 | 86.9728 | 291.4728 | 86.9728 | 86.9728 | 291.4728 |
Trades During Streak | 5 | 2 | 9 | 5 | 2 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -636956 | -318485 | -575535 | -52153 | -578936 | 569883 |
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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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