Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2257246.698 | 91120.5788 | -2348367.2767 | -123083.3988 | 7545867.1655 | -7668950.5643 |
Total P&L (%) | -2257.2467 | 91.1206 | -2348.3673 | -123.0834 | 7545.8672 | -7668.9506 |
Avg Daily Profit (%) | -1.105 | 0.0446 | -1.1497 | 0 | 0.2125 | 0 |
Buy And Hold Return (%) | 3241.6149 | 3241.6149 | 3241.6149 | 3241.6149 | 3241.6149 | 3241.6149 |
Max Trade Drawdown | -2393060 | -127875 | -2432499 | -10697116 | -1088560 | -10724939 |
Profit Factor | 0.2538 | 1.2507 | 0.1177 | 0.9905 | 4.8004 | 0.3034 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 47 | 22 | 25 | 37 | 19 | 18 |
Losing Trades | 27 | 15 | 12 | 37 | 18 | 19 |
Profitability (%) | 63.5135 | 59.4595 | 67.5676 | 50 | 51.3514 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.1458 | 0.8527 | 0.0565 | 0.9905 | 4.5478 | 0.3203 |
Largest Winning Trade | 83750 | 83750 | 65545 | 5745265 | 5745265 | 1981334 |
Largest Losing Trade | -1377686 | -79419 | -1377686 | -9486909 | -1088560 | -9486909 |
Avg Bars in Trades | 161 | 171 | 150 | 161 | 171 | 150 |
Avg Bars in Winners | 77 | 91 | 66 | 175 | 198 | 152 |
Avg Bars in Losers | 305 | 289 | 326 | 146 | 143 | 149 |
Bars Traded | 11922 | 6347 | 5575 | 11922 | 6347 | 5575 |
Profit Streak | 314.8718 | 314.8718 | 316.5385 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -646180 | -299170 | -577528 | -649555 | 405742 | -581298 |
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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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