Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1356192.3137 | -6809.8717 | -1349382.442 | 213817.8221 | -9304490.3904 | 9518308.2125 |
Total P&L (%) | -1356.1923 | -6.8099 | -1349.3824 | 213.8178 | -9304.4904 | 9518.3082 |
Avg Daily Profit (%) | -0.7246 | -0.0036 | -0.7209 | 0.0611 | 0 | 0.2443 |
Buy And Hold Return (%) | 464.7792 | 464.7792 | 464.7792 | 464.7792 | 464.7792 | 464.7792 |
Max Trade Drawdown | -1584130 | -187852 | -1461888 | -8300055 | -9708946 | -2959735 |
Profit Factor | 0.2897 | 0.9758 | 0.1711 | 1.0122 | 0.1602 | 2.4752 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 44 | 19 | 25 | 42 | 17 | 25 |
Losing Trades | 25 | 15 | 10 | 27 | 17 | 10 |
Profitability (%) | 63.7681 | 55.8824 | 71.4286 | 60.8696 | 50 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.1646 | 0.7704 | 0.0684 | 0.6507 | 0.1602 | 0.9901 |
Largest Winning Trade | 31500 | 31500 | 27501 | 9741055 | 824564 | 9741055 |
Largest Losing Trade | -850786 | -59944 | -850786 | -4615308 | -4615308 | -2450224 |
Avg Bars in Trades | 102 | 122 | 83 | 102 | 122 | 83 |
Avg Bars in Winners | 45 | 48 | 44 | 63 | 60 | 65 |
Avg Bars in Losers | 203 | 217 | 182 | 164 | 185 | 128 |
Bars Traded | 7104 | 4180 | 2924 | 7104 | 4180 | 2924 |
Profit Streak | 31.8177 | 156.0677 | 31.8177 | 31.8177 | 156.0677 | 31.8177 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -683994 | -578620 | -577469 | -589463 | -579383 | 491904 |
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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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