Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2011865.3246 | -106715.0335 | -1905150.2911 | 74294.5856 | -8170853.8186 | 8245148.4042 |
Total P&L (%) | -2011.8653 | -106.715 | -1905.1503 | 74.2946 | -8170.8538 | 8245.1484 |
Avg Daily Profit (%) | -0.8873 | -0.0471 | -0.8403 | 0.0245 | 0 | 0.1953 |
Buy And Hold Return (%) | 263.3333 | 263.3333 | 263.3333 | 263.3333 | 263.3333 | 263.3333 |
Max Trade Drawdown | -2048489 | -185420 | -1947780 | -11871838 | -9021755 | -2887538 |
Profit Factor | 0.1933 | 0.7037 | 0.1072 | 1.0048 | 0.2172 | 2.6798 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 38 | 16 | 22 | 34 | 14 | 20 |
Losing Trades | 31 | 18 | 13 | 35 | 20 | 15 |
Profitability (%) | 55.0725 | 47.0588 | 62.8571 | 49.2754 | 41.1765 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.1577 | 0.7917 | 0.0633 | 1.0344 | 0.3102 | 2.0098 |
Largest Winning Trade | 41770 | 41770 | 27614 | 9309761 | 1123297 | 9309761 |
Largest Losing Trade | -1493551 | -59210 | -1493551 | -4670301 | -4670301 | -1351942 |
Avg Bars in Trades | 186 | 214 | 159 | 186 | 214 | 159 |
Avg Bars in Winners | 64 | 54 | 72 | 80 | 64 | 91 |
Avg Bars in Losers | 335 | 356 | 307 | 289 | 319 | 250 |
Bars Traded | 12869 | 7279 | 5590 | 12869 | 7279 | 5590 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -686120 | -581939 | -579121 | -647669 | -584226 | 504937 |
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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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