Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1834455.274 | -82235.5199 | -1752219.7541 | -231985.6323 | 11065721.2905 | -11297706.9228 |
Total P&L (%) | -1834.4553 | -82.2355 | -1752.2198 | -231.9856 | 11065.7213 | -11297.7069 |
Avg Daily Profit (%) | -0.975 | -0.0437 | -0.9313 | 0 | 0.2509 | 0 |
Buy And Hold Return (%) | 253.2265 | 253.2265 | 253.2265 | 253.2265 | 253.2265 | 253.2265 |
Max Trade Drawdown | -2028163 | -203609 | -1859097 | -12730468 | -1481575 | -14119067 |
Profit Factor | 0.2292 | 0.7309 | 0.1553 | 0.9893 | 5.4051 | 0.4077 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 47 | 20 | 27 | 33 | 21 | 12 |
Losing Trades | 24 | 15 | 9 | 38 | 14 | 24 |
Profitability (%) | 66.1972 | 57.1429 | 75 | 46.4789 | 60 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.1171 | 0.5482 | 0.0518 | 1.1391 | 3.6034 | 0.8155 |
Largest Winning Trade | 33815 | 33815 | 28800 | 6788416 | 6788416 | 3384614 |
Largest Losing Trade | -1149788 | -59973 | -1149788 | -7902183 | -1481575 | -7902183 |
Avg Bars in Trades | 305 | 364 | 249 | 305 | 364 | 249 |
Avg Bars in Winners | 126 | 157 | 104 | 472 | 499 | 423 |
Avg Bars in Losers | 656 | 639 | 684 | 161 | 160 | 162 |
Bars Traded | 21716 | 12741 | 8975 | 21716 | 12741 | 8975 |
Profit Streak | 90.2527 | 90.2527 | 133.0027 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668146 | -578500 | -576155 | -671758 | 642662 | -587261 |
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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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