Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4994310.4285 | -46769.2773 | -4947541.1512 | -327301.8589 | 4225027.1323 | -4552328.9912 |
Total P&L (%) | -4994.3104 | -46.7693 | -4947.5412 | -327.3019 | 4225.0271 | -4552.329 |
Avg Daily Profit (%) | -2.2588 | -0.0212 | -2.2377 | 0 | 0.1705 | 0 |
Buy And Hold Return (%) | 494.4168 | 494.4168 | 494.4168 | 494.4168 | 494.4168 | 494.4168 |
Max Trade Drawdown | -5174571 | -117921 | -5076288 | -4763157 | -1308281 | -5611603 |
Profit Factor | 0.0985 | 0.8689 | 0.0455 | 0.9611 | 3.2272 | 0.3015 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 34 | 16 | 18 | 33 | 18 | 15 |
Losing Trades | 33 | 18 | 15 | 34 | 16 | 18 |
Profitability (%) | 50.7463 | 47.0588 | 54.5455 | 49.2537 | 52.9412 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.0956 | 0.9776 | 0.0379 | 0.9902 | 2.8686 | 0.3618 |
Largest Winning Trade | 58509 | 58509 | 32346 | 1901439 | 1901439 | 716550 |
Largest Losing Trade | -4965512 | -51461 | -4965512 | -4412691 | -692825 | -4412691 |
Avg Bars in Trades | 63 | 67 | 58 | 63 | 67 | 58 |
Avg Bars in Winners | 45 | 47 | 42 | 68 | 77 | 56 |
Avg Bars in Losers | 81 | 84 | 77 | 58 | 56 | 60 |
Bars Traded | 4233 | 2296 | 1937 | 4233 | 2296 | 1937 |
Profit Streak | 24.9753 | 24.9753 | 26.4753 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -700656 | -581395 | -579672 | -702068 | 515457 | -582570 |
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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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