Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2364576.0905 | -51073.8764 | -2313502.2141 | 1072657.6732 | -27903008.9896 | 28975666.6628 |
Total P&L (%) | -2364.5761 | -51.0739 | -2313.5022 | 1072.6577 | -27903.009 | 28975.6667 |
Avg Daily Profit (%) | -1.3173 | -0.0285 | -1.2889 | 0.1372 | 0 | 0.3165 |
Buy And Hold Return (%) | 319.076 | 319.076 | 319.076 | 319.076 | 319.076 | 319.076 |
Max Trade Drawdown | -2431755 | -156342 | -2367287 | -31657212 | -31358694 | -1454018 |
Profit Factor | 0.1174 | 0.7808 | 0.0542 | 1.0296 | 0.1606 | 10.8351 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 56 | 29 | 27 | 52 | 26 | 26 |
Losing Trades | 12 | 5 | 7 | 16 | 8 | 8 |
Profitability (%) | 82.3529 | 85.2941 | 79.4118 | 76.4706 | 76.4706 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.0252 | 0.1346 | 0.0141 | 0.3168 | 0.0494 | 3.3339 |
Largest Winning Trade | 37712 | 37712 | 21578 | 28585350 | 2703969 | 28585350 |
Largest Losing Trade | -1583109 | -91051 | -1583109 | -29547129 | -29547129 | -1454018 |
Avg Bars in Trades | 100 | 131 | 69 | 100 | 131 | 69 |
Avg Bars in Winners | 19 | 27 | 11 | 31 | 25 | 37 |
Avg Bars in Losers | 478 | 735 | 294 | 326 | 477 | 175 |
Bars Traded | 6848 | 4478 | 2370 | 6848 | 4478 | 2370 |
Profit Streak | 75.3489 | 75.3489 | 264.0989 | 75.3489 | 75.3489 | 264.0989 |
Trades During Streak | 13 | 6 | 11 | 13 | 6 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -688467 | -574873 | -575457 | -310149 | -575845 | 810035 |
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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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