Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1275004.768 | 70159.1333 | -1345163.9013 | 4834702.736 | -27045290.7975 | 31879993.5335 |
Total P&L (%) | -1275.0048 | 70.1591 | -1345.1639 | 4834.7027 | -27045.2908 | 31879.9935 |
Avg Daily Profit (%) | -0.5619 | 0.0309 | -0.5928 | 0.172 | 0 | 0.2545 |
Buy And Hold Return (%) | 484.0173 | 484.0173 | 484.0173 | 484.0173 | 484.0173 | 484.0173 |
Max Trade Drawdown | -1447582 | -136408 | -1450637 | -44700245 | -42714116 | -9634779 |
Profit Factor | 0.3195 | 1.2627 | 0.1627 | 1.0632 | 0.5534 | 3.0059 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 72 | 35 | 37 | 60 | 28 | 32 |
Losing Trades | 17 | 9 | 8 | 29 | 16 | 13 |
Profitability (%) | 80.8989 | 79.5455 | 82.2222 | 67.4157 | 63.6364 | 71.1111 |
Ratio Avg Win / Avg Loss | 0.0754 | 0.3247 | 0.0352 | 0.5139 | 0.3162 | 1.2211 |
Largest Winning Trade | 36263 | 36263 | 29273 | 22544380 | 6844211 | 22544380 |
Largest Losing Trade | -1081665 | -56198 | -1081665 | -24274716 | -24274716 | -4318686 |
Avg Bars in Trades | 46 | 52 | 39 | 46 | 52 | 39 |
Avg Bars in Winners | 18 | 18 | 18 | 22 | 17 | 25 |
Avg Bars in Losers | 161 | 183 | 137 | 95 | 112 | 74 |
Bars Traded | 4096 | 2298 | 1798 | 4096 | 2298 | 1798 |
Profit Streak | 87.2584 | 87.2584 | 289.7584 | 87.2584 | 87.2584 | 289.7584 |
Trades During Streak | 9 | 4 | 12 | 9 | 4 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574667 | -313871 | -575076 | -140442 | -577545 | 628825 |
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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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