Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1623690.9633 | -78208.9986 | -1545481.9647 | 49807.1302 | -3202452.2417 | 3252259.3719 |
Total P&L (%) | -1623.691 | -78.209 | -1545.482 | 49.8071 | -3202.4522 | 3252.2594 |
Avg Daily Profit (%) | -0.9095 | -0.0438 | -0.8657 | 0.0226 | 0 | 0.1969 |
Buy And Hold Return (%) | 263.3215 | 263.3215 | 263.3215 | 263.3215 | 263.3215 | 263.3215 |
Max Trade Drawdown | -1703110 | -252235 | -618089 | -12001144 | -9451066 | -2737244 |
Profit Factor | 0.2128 | 0.7539 | 0.1142 | 1.0031 | 0.6862 | 1.5612 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 14 | 20 | 34 | 13 | 21 |
Losing Trades | 32 | 19 | 13 | 32 | 20 | 12 |
Profitability (%) | 51.5152 | 42.4242 | 60.6061 | 51.5152 | 39.3939 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.2003 | 1.0232 | 0.0742 | 0.9441 | 1.0557 | 0.8921 |
Largest Winning Trade | 112292 | 112292 | 25841 | 6885482 | 6392634 | 6885482 |
Largest Losing Trade | -966218 | -61279 | -966218 | -5250751 | -5250751 | -2513641 |
Avg Bars in Trades | 103 | 103 | 104 | 103 | 103 | 104 |
Avg Bars in Winners | 54 | 41 | 63 | 57 | 29 | 75 |
Avg Bars in Losers | 156 | 148 | 167 | 153 | 151 | 155 |
Bars Traded | 6854 | 3411 | 3443 | 6854 | 3411 | 3443 |
Profit Streak | 25.8425 | 0 | 26.3425 | 25.8425 | 0 | 26.3425 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -708539 | -582082 | -578886 | -674925 | -583260 | 371141 |
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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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