Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1690851.4615 | -86100.8965 | -1604750.565 | 59376.5258 | -10274155.813 | 10333532.3388 |
Total P&L (%) | -1690.8515 | -86.1009 | -1604.7506 | 59.3765 | -10274.1558 | 10333.5323 |
Avg Daily Profit (%) | -0.745 | -0.0379 | -0.707 | 0.0205 | 0 | 0.205 |
Buy And Hold Return (%) | 367.3333 | 367.3333 | 367.3333 | 367.3333 | 367.3333 | 367.3333 |
Max Trade Drawdown | -1697101 | -195778 | -1631582 | -15588132 | -12175707 | -3658949 |
Profit Factor | 0.2212 | 0.7708 | 0.1062 | 1.0028 | 0.3336 | 2.7943 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 54 | 25 | 29 | 48 | 21 | 27 |
Losing Trades | 41 | 22 | 19 | 47 | 26 | 21 |
Profitability (%) | 56.8421 | 53.1915 | 60.4167 | 50.5263 | 44.6809 | 56.25 |
Ratio Avg Win / Avg Loss | 0.168 | 0.6783 | 0.0696 | 0.9819 | 0.413 | 2.1733 |
Largest Winning Trade | 42227 | 42227 | 36570 | 11451556 | 2409138 | 11451556 |
Largest Losing Trade | -1181292 | -63071 | -1181292 | -4696731 | -4696731 | -1883679 |
Avg Bars in Trades | 67 | 79 | 56 | 67 | 79 | 56 |
Avg Bars in Winners | 38 | 45 | 32 | 43 | 46 | 41 |
Avg Bars in Losers | 105 | 117 | 92 | 91 | 105 | 75 |
Bars Traded | 6420 | 3720 | 2700 | 6420 | 3720 | 2700 |
Profit Streak | 24.0618 | 0 | 56.7285 | 24.0618 | 0 | 56.7285 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579093 | -580283 | -578358 | -549443 | -582765 | 550546 |
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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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