Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6804788.1596 | 63305.7203 | -6868093.88 | -1178033.9478 | 7130731.7578 | -8308765.7056 |
Total P&L (%) | -6804.7882 | 63.3057 | -6868.0939 | -1178.0339 | 7130.7318 | -8308.7657 |
Avg Daily Profit (%) | -3.4648 | 0.0322 | -3.497 | 0 | 0.2182 | 0 |
Buy And Hold Return (%) | 2256.5217 | 2256.5217 | 2256.5217 | 2256.5217 | 2256.5217 | 2256.5217 |
Max Trade Drawdown | -6975923 | -106245 | -6958140 | -22901903 | -8431201 | -16874259 |
Profit Factor | 0.0699 | 1.3825 | 0.0395 | 0.9675 | 1.6833 | 0.6787 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 38 | 20 | 18 | 35 | 17 | 18 |
Losing Trades | 29 | 14 | 15 | 32 | 17 | 15 |
Profitability (%) | 56.7164 | 58.8235 | 54.5455 | 52.2388 | 50 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.0533 | 0.9677 | 0.0329 | 0.8846 | 1.6833 | 0.5656 |
Largest Winning Trade | 44888 | 44888 | 34307 | 7390590 | 7390590 | 7179793 |
Largest Losing Trade | -6846649 | -39238 | -6846649 | -11269019 | -5244958 | -11269019 |
Avg Bars in Trades | 81 | 26 | 138 | 81 | 26 | 138 |
Avg Bars in Winners | 62 | 26 | 102 | 92 | 24 | 156 |
Avg Bars in Losers | 106 | 26 | 181 | 70 | 28 | 117 |
Bars Traded | 5492 | 913 | 4579 | 5492 | 913 | 4579 |
Profit Streak | 0 | 0 | 518.8791 | 425.8791 | 428.8791 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -700907 | -315281 | -579253 | -700902 | 333331 | -580213 |
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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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