Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1451673.0462 | 306876.1693 | -1758549.2155 | 9710198.6085 | 3353162.9332 | 6357035.6753 |
Total P&L (%) | -1451.673 | 306.8762 | -1758.5492 | 9710.1986 | 3353.1629 | 6357.0357 |
Avg Daily Profit (%) | -0.6433 | 0.136 | -0.7793 | 0.2034 | 0.1571 | 0.1849 |
Buy And Hold Return (%) | 429.4118 | 429.4118 | 429.4118 | 429.4118 | 429.4118 | 429.4118 |
Max Trade Drawdown | -2010361 | -37397 | -2045426 | -5092798 | -3255686 | -3642069 |
Profit Factor | 0.3872 | 2.5496 | 0.1899 | 1.6571 | 1.454 | 1.86 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 57.7465 | 52.7778 | 62.8571 | 57.7465 | 52.7778 | 62.8571 |
Ratio Avg Win / Avg Loss | 0.2833 | 2.2812 | 0.1122 | 1.2125 | 1.3009 | 1.0991 |
Largest Winning Trade | 159540 | 159540 | 57214 | 3419476 | 3419476 | 2962555 |
Largest Losing Trade | -1849040 | -47587 | -1849040 | -3642069 | -2409828 | -3642069 |
Avg Bars in Trades | 90 | 62 | 119 | 90 | 62 | 119 |
Avg Bars in Winners | 77 | 46 | 104 | 86 | 44 | 122 |
Avg Bars in Losers | 108 | 80 | 146 | 96 | 82 | 115 |
Bars Traded | 6437 | 2247 | 4190 | 6437 | 2247 | 4190 |
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 | -670773 | -172050 | -579121 | -79901 | 325927 | 431434 |
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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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