Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1993971.2721 | -39038.6255 | -1954932.6465 | 1008440.9787 | -12642136.7126 | 13650577.6913 |
Total P&L (%) | -1993.9713 | -39.0386 | -1954.9326 | 1008.441 | -12642.1367 | 13650.5777 |
Avg Daily Profit (%) | -1.1136 | -0.0218 | -1.0918 | 0.1344 | 0 | 0.2754 |
Buy And Hold Return (%) | 312.3466 | 312.3466 | 312.3466 | 312.3466 | 312.3466 | 312.3466 |
Max Trade Drawdown | -2088921 | -185907 | -2033292 | -32370606 | -26745766 | -7798953 |
Profit Factor | 0.2264 | 0.8898 | 0.1207 | 1.0198 | 0.6265 | 1.7988 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 62.8571 | 60 | 65.7143 | 62.8571 | 60 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.1338 | 0.5932 | 0.063 | 0.6026 | 0.4176 | 0.9385 |
Largest Winning Trade | 75275 | 75275 | 32170 | 20929421 | 14266538 | 20929421 |
Largest Losing Trade | -1058643 | -67727 | -1058643 | -14714515 | -14714515 | -7798953 |
Avg Bars in Trades | 299 | 329 | 269 | 299 | 329 | 269 |
Avg Bars in Winners | 131 | 134 | 129 | 157 | 147 | 165 |
Avg Bars in Losers | 583 | 622 | 537 | 540 | 602 | 467 |
Bars Traded | 20955 | 11536 | 9419 | 20955 | 11536 | 9419 |
Profit Streak | 26.7878 | 79.6212 | 26.7878 | 26.7878 | 79.6212 | 26.7878 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -676595 | -578528 | -578209 | -312283 | -578528 | 427845 |
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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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