Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1964906.7123 | -64829.9824 | -1900076.7299 | 240052.5793 | -11937803.0557 | 12177855.635 |
Total P&L (%) | -1964.9067 | -64.83 | -1900.0767 | 240.0526 | -11937.8031 | 12177.8556 |
Avg Daily Profit (%) | -1.091 | -0.036 | -1.055 | 0.068 | 0 | 0.2675 |
Buy And Hold Return (%) | 246.3678 | 246.3678 | 246.3678 | 246.3678 | 246.3678 | 246.3678 |
Max Trade Drawdown | -2115597 | -244267 | -1991585 | -19157930 | -21155809 | -1954712 |
Profit Factor | 0.2221 | 0.8327 | 0.1115 | 1.0073 | 0.5499 | 2.8681 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 45 | 19 | 26 | 47 | 20 | 27 |
Losing Trades | 41 | 24 | 17 | 39 | 23 | 16 |
Profitability (%) | 52.3256 | 44.186 | 60.4651 | 54.6512 | 46.5116 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.2024 | 1.0518 | 0.0729 | 0.8358 | 0.6324 | 1.6996 |
Largest Winning Trade | 108033 | 108033 | 28585 | 11132383 | 9689415 | 11132383 |
Largest Losing Trade | -1019096 | -67856 | -1019096 | -10655106 | -10655106 | -1417921 |
Avg Bars in Trades | 60 | 72 | 48 | 60 | 72 | 48 |
Avg Bars in Winners | 32 | 33 | 31 | 38 | 39 | 38 |
Avg Bars in Losers | 90 | 102 | 74 | 86 | 100 | 65 |
Bars Traded | 5180 | 3096 | 2084 | 5180 | 3096 | 2084 |
Profit Streak | 34.3558 | 88.0225 | 34.3558 | 34.3558 | 88.0225 | 34.3558 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579253 | -579915 | -578828 | -480319 | -580677 | 588258 |
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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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