Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4243526.7099 | 33389.4233 | -4276916.1333 | -1018883.5367 | 7031738.7805 | -8050622.3172 |
Total P&L (%) | -4243.5267 | 33.3894 | -4276.9161 | -1018.8835 | 7031.7388 | -8050.6223 |
Avg Daily Profit (%) | -1.9089 | 0.015 | -1.9239 | 0 | 0.1921 | 0 |
Buy And Hold Return (%) | 442.1584 | 442.1584 | 442.1584 | 442.1584 | 442.1584 | 442.1584 |
Max Trade Drawdown | -4430800 | -93856 | -4384636 | -10042171 | -3286649 | -9632849 |
Profit Factor | 0.1256 | 1.097 | 0.0514 | 0.9473 | 2.0219 | 0.3532 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 40 | 20 | 20 | 31 | 16 | 15 |
Losing Trades | 31 | 16 | 15 | 40 | 20 | 20 |
Profitability (%) | 56.338 | 55.5556 | 57.1429 | 43.662 | 44.4444 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.0974 | 0.8776 | 0.0386 | 1.2223 | 2.5274 | 0.4709 |
Largest Winning Trade | 51429 | 51429 | 39180 | 3851132 | 3851132 | 2345543 |
Largest Losing Trade | -4329009 | -55839 | -4329009 | -6557184 | -2350858 | -6557184 |
Avg Bars in Trades | 89 | 92 | 87 | 89 | 92 | 87 |
Avg Bars in Winners | 55 | 42 | 69 | 110 | 140 | 78 |
Avg Bars in Losers | 133 | 154 | 112 | 74 | 53 | 94 |
Bars Traded | 6380 | 3312 | 3068 | 6380 | 3312 | 3068 |
Profit Streak | 29.4423 | 35.4423 | 29.4423 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -669490 | -452383 | -579321 | -672853 | 347415 | -583565 |
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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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