Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1595213.6091 | 45579.8237 | -1640793.4328 | 1957250.0926 | -29254137.5437 | 31211387.6363 |
Total P&L (%) | -1595.2136 | 45.5798 | -1640.7934 | 1957.2501 | -29254.1375 | 31211.3876 |
Avg Daily Profit (%) | -0.7023 | 0.0201 | -0.7223 | 0.1332 | 0 | 0.2533 |
Buy And Hold Return (%) | 505.8797 | 505.8797 | 505.8797 | 505.8797 | 505.8797 | 505.8797 |
Max Trade Drawdown | -1761263 | -136055 | -1743646 | -33426857 | -29567111 | -5081784 |
Profit Factor | 0.281 | 1.1445 | 0.1378 | 1.0346 | 0.3527 | 3.7518 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 46 | 20 | 26 | 40 | 17 | 23 |
Losing Trades | 25 | 15 | 10 | 31 | 18 | 13 |
Profitability (%) | 64.7887 | 57.1429 | 72.2222 | 56.338 | 48.5714 | 63.8889 |
Ratio Avg Win / Avg Loss | 0.1527 | 0.8584 | 0.053 | 0.8018 | 0.3735 | 2.1206 |
Largest Winning Trade | 48022 | 48022 | 37539 | 33283931 | 8895659 | 33283931 |
Largest Losing Trade | -1285647 | -58666 | -1285647 | -12597259 | -12597259 | -2535915 |
Avg Bars in Trades | 57 | 62 | 51 | 57 | 62 | 51 |
Avg Bars in Winners | 26 | 27 | 25 | 30 | 26 | 33 |
Avg Bars in Losers | 114 | 109 | 120 | 91 | 97 | 83 |
Bars Traded | 4055 | 2192 | 1863 | 4055 | 2192 | 1863 |
Profit Streak | 46.8365 | 0 | 292.3365 | 46.8365 | 0 | 292.3365 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -669301 | -394137 | -576465 | -290840 | -581343 | 669774 |
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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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