Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1180524.7733 | 84372.0721 | -1264896.8454 | 11101970.865 | 2316654.9165 | 8785315.9484 |
Total P&L (%) | -1180.5248 | 84.3721 | -1264.8968 | 11101.9709 | 2316.6549 | 8785.3159 |
Avg Daily Profit (%) | -0.521 | 0.0372 | -0.5583 | 0.2085 | 0.1407 | 0.1982 |
Buy And Hold Return (%) | 380.0137 | 380.0137 | 380.0137 | 380.0137 | 380.0137 | 380.0137 |
Max Trade Drawdown | -1460803 | -51755 | -1446350 | -14354616 | -7278245 | -12587222 |
Profit Factor | 0.32 | 1.5844 | 0.2054 | 1.3132 | 1.1616 | 1.4161 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 35 | 17 | 18 | 37 | 18 | 19 |
Losing Trades | 31 | 16 | 15 | 29 | 15 | 14 |
Profitability (%) | 53.0303 | 51.5152 | 54.5455 | 56.0606 | 54.5455 | 57.5758 |
Ratio Avg Win / Avg Loss | 0.2835 | 1.4912 | 0.1711 | 1.0293 | 0.968 | 1.0435 |
Largest Winning Trade | 50006 | 47905 | 50006 | 6823091 | 6053575 | 6823091 |
Largest Losing Trade | -1047851 | -29080 | -1047851 | -11300943 | -5080655 | -11300943 |
Avg Bars in Trades | 128 | 33 | 224 | 128 | 33 | 224 |
Avg Bars in Winners | 118 | 34 | 196 | 141 | 33 | 243 |
Avg Bars in Losers | 140 | 31 | 256 | 112 | 32 | 198 |
Bars Traded | 8489 | 1097 | 7392 | 8489 | 1097 | 7392 |
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 | -708884 | -306939 | -580213 | -119439 | -49283 | 351846 |
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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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