Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1390888.3432 | 108559.4264 | -1499447.7696 | 1209328.4406 | -17070846.7507 | 18280175.1913 |
Total P&L (%) | -1390.8883 | 108.5594 | -1499.4478 | 1209.3284 | -17070.8468 | 18280.1752 |
Avg Daily Profit (%) | -0.7086 | 0.0553 | -0.7639 | 0.1311 | 0 | 0.266 |
Buy And Hold Return (%) | 1780.0793 | 1780.0793 | 1780.0793 | 1780.0793 | 1780.0793 | 1780.0793 |
Max Trade Drawdown | -1699298 | -107928 | -1636690 | -26678372 | -17692001 | -15333558 |
Profit Factor | 0.3253 | 1.4001 | 0.1624 | 1.0216 | 0.3035 | 1.5818 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 58 | 29 | 29 | 56 | 28 | 28 |
Losing Trades | 36 | 18 | 18 | 38 | 19 | 19 |
Profitability (%) | 61.7021 | 61.7021 | 61.7021 | 59.5745 | 59.5745 | 59.5745 |
Ratio Avg Win / Avg Loss | 0.2019 | 0.8691 | 0.1008 | 0.6932 | 0.206 | 1.0734 |
Largest Winning Trade | 47565 | 47565 | 24167 | 45123065 | 3927623 | 45123065 |
Largest Losing Trade | -1278869 | -66273 | -1278869 | -12303782 | -10369134 | -12303782 |
Avg Bars in Trades | 121 | 128 | 113 | 121 | 128 | 113 |
Avg Bars in Winners | 61 | 68 | 54 | 69 | 71 | 67 |
Avg Bars in Losers | 216 | 224 | 208 | 197 | 213 | 182 |
Bars Traded | 11386 | 6042 | 5344 | 11386 | 6042 | 5344 |
Profit Streak | 393.6096 | 0 | 556.1096 | 393.6096 | 0 | 556.1096 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578424 | -284219 | -577811 | -379678 | -579455 | 471530 |
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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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