Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2183769.8674 | -194726.0868 | -1989043.7806 | -95091.979 | -4477253.849 | 4382161.87 |
Total P&L (%) | -2183.7699 | -194.7261 | -1989.0438 | -95.092 | -4477.2538 | 4382.1619 |
Avg Daily Profit (%) | -0.9631 | -0.0859 | -0.8773 | -0.1329 | 0 | 0.1679 |
Buy And Hold Return (%) | 551.3427 | 551.3427 | 551.3427 | 551.3427 | 551.3427 | 551.3427 |
Max Trade Drawdown | -2226519 | -239292 | -2043180 | -5098033 | -4473411 | -925470 |
Profit Factor | 0.1422 | 0.5396 | 0.063 | 0.9868 | 0.1731 | 3.4167 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 36 | 17 | 19 | 30 | 13 | 17 |
Losing Trades | 31 | 16 | 15 | 37 | 20 | 17 |
Profitability (%) | 53.7313 | 51.5152 | 55.8824 | 44.7761 | 39.3939 | 50 |
Ratio Avg Win / Avg Loss | 0.1224 | 0.5078 | 0.0497 | 1.2171 | 0.2663 | 3.4167 |
Largest Winning Trade | 35640 | 35640 | 23566 | 5229660 | 482752 | 5229660 |
Largest Losing Trade | -1489809 | -61075 | -1489809 | -1563039 | -1563039 | -421208 |
Avg Bars in Trades | 94 | 101 | 87 | 94 | 101 | 87 |
Avg Bars in Winners | 60 | 62 | 59 | 68 | 65 | 71 |
Avg Bars in Losers | 134 | 143 | 124 | 116 | 125 | 104 |
Bars Traded | 6351 | 3363 | 2989 | 6351 | 3363 | 2989 |
Profit Streak | 79.7334 | 0 | 279.4001 | 79.7334 | 0 | 279.4001 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -700736 | -580606 | -578683 | -701862 | -584927 | 562653 |
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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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