Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2031845.7008 | 10115.8494 | -2041961.5502 | 309730.2033 | 2383089.9735 | -2073359.7701 |
Total P&L (%) | -2031.8457 | 10.1158 | -2041.9616 | 309.7302 | 2383.09 | -2073.3598 |
Avg Daily Profit (%) | -1.1004 | 0.0055 | -1.1059 | 0.0764 | 0.1741 | 0 |
Buy And Hold Return (%) | 147.2165 | 147.2165 | 147.2165 | 147.2165 | 147.2165 | 147.2165 |
Max Trade Drawdown | -2105900 | -95902 | -2101331 | -6905099 | -2361936 | -6555482 |
Profit Factor | 0.2289 | 1.0295 | 0.1092 | 1.0194 | 1.3457 | 0.7722 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 40 | 17 | 23 | 38 | 19 | 19 |
Losing Trades | 31 | 18 | 13 | 33 | 16 | 17 |
Profitability (%) | 56.338 | 48.5714 | 63.8889 | 53.5211 | 54.2857 | 52.7778 |
Ratio Avg Win / Avg Loss | 0.1774 | 1.0901 | 0.0617 | 0.8852 | 1.1332 | 0.6909 |
Largest Winning Trade | 64661 | 64661 | 32021 | 3933119 | 3061132 | 3933119 |
Largest Losing Trade | -2049583 | -64247 | -2049583 | -3309990 | -1684737 | -3309990 |
Avg Bars in Trades | 99 | 113 | 86 | 99 | 113 | 86 |
Avg Bars in Winners | 62 | 74 | 53 | 102 | 119 | 84 |
Avg Bars in Losers | 147 | 150 | 144 | 96 | 105 | 88 |
Bars Traded | 7073 | 3963 | 3110 | 7073 | 3963 | 3110 |
Profit Streak | 38.688 | 0 | 320.688 | 38.688 | 0 | 320.688 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -670410 | -539914 | -577593 | -388015 | 314115 | -579033 |
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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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