Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -806961.9336 | -10312.4438 | -796649.4898 | -629101.9746 | 4137569.0031 | -4766670.9777 |
Total P&L (%) | -806.9619 | -10.3124 | -796.6495 | -629.102 | 4137.569 | -4766.671 |
Avg Daily Profit (%) | -0.4494 | -0.0057 | -0.4437 | 0 | 0.2089 | 0 |
Buy And Hold Return (%) | 332.6933 | 332.6933 | 332.6933 | 332.6933 | 332.6933 | 332.6933 |
Max Trade Drawdown | -1049292 | -196846 | -917155 | -3694661 | -525396 | -5113288 |
Profit Factor | 0.358 | 0.9598 | 0.2034 | 0.9018 | 6.0606 | 0.1472 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 46 | 22 | 24 | 26 | 15 | 11 |
Losing Trades | 20 | 11 | 9 | 40 | 18 | 22 |
Profitability (%) | 69.697 | 66.6667 | 72.7273 | 39.3939 | 45.4545 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.1556 | 0.4799 | 0.0763 | 1.3874 | 7.2727 | 0.2943 |
Largest Winning Trade | 106998 | 106998 | 27686 | 1778788 | 1778788 | 493904 |
Largest Losing Trade | -917155 | -62049 | -917155 | -3694661 | -254657 | -3694661 |
Avg Bars in Trades | 72 | 91 | 52 | 72 | 91 | 52 |
Avg Bars in Winners | 21 | 25 | 17 | 132 | 170 | 80 |
Avg Bars in Losers | 188 | 222 | 147 | 32 | 24 | 39 |
Bars Traded | 4752 | 3004 | 1748 | 4752 | 3004 | 1748 |
Profit Streak | 17.4643 | 48.7977 | 17.4643 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -705657 | -577652 | -577288 | -712013 | 534575 | -587284 |
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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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