Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1449440.1175 | 131808.8302 | -1581248.9477 | 1134550.0598 | -8064780.2274 | 9199330.2872 |
Total P&L (%) | -1449.4401 | 131.8088 | -1581.2489 | 1134.5501 | -8064.7802 | 9199.3303 |
Avg Daily Profit (%) | -0.738 | 0.0671 | -0.8051 | 0.1281 | 0 | 0.231 |
Buy And Hold Return (%) | 1560.3939 | 1560.3939 | 1560.3939 | 1560.3939 | 1560.3939 | 1560.3939 |
Max Trade Drawdown | -1778488 | -96956 | -1736176 | -13056745 | -8781941 | -10760293 |
Profit Factor | 0.3177 | 1.5223 | 0.1554 | 1.0358 | 0.3748 | 1.4891 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 42 | 21 | 21 | 42 | 20 | 22 |
Losing Trades | 26 | 13 | 13 | 26 | 14 | 12 |
Profitability (%) | 61.7647 | 61.7647 | 61.7647 | 61.7647 | 58.8235 | 64.7059 |
Ratio Avg Win / Avg Loss | 0.1967 | 0.9424 | 0.0962 | 0.6412 | 0.2624 | 0.8123 |
Largest Winning Trade | 59836 | 51236 | 59836 | 24841791 | 2336671 | 24841791 |
Largest Losing Trade | -1399014 | -64118 | -1399014 | -10591867 | -4632723 | -10591867 |
Avg Bars in Trades | 84 | 86 | 81 | 84 | 86 | 81 |
Avg Bars in Winners | 50 | 54 | 47 | 54 | 55 | 52 |
Avg Bars in Losers | 138 | 138 | 138 | 132 | 130 | 135 |
Bars Traded | 5723 | 2936 | 2787 | 5723 | 2936 | 2787 |
Profit Streak | 428.5533 | 428.5533 | 551.5533 | 428.5533 | 428.5533 | 551.5533 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691413 | -267232 | -577935 | -480903 | -579066 | 373085 |
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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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