Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1254902.6991 | 17579.0115 | -1272481.7106 | 2217440.6742 | -20994790.3351 | 23212231.0093 |
Total P&L (%) | -1254.9027 | 17.579 | -1272.4817 | 2217.4407 | -20994.7903 | 23212.231 |
Avg Daily Profit (%) | -0.672 | 0.0094 | -0.6814 | 0.1684 | 0 | 0.2923 |
Buy And Hold Return (%) | 590.2673 | 590.2673 | 590.2673 | 590.2673 | 590.2673 | 590.2673 |
Max Trade Drawdown | -1472524 | -154578 | -1380113 | -19691737 | -21650700 | -3848469 |
Profit Factor | 0.2544 | 1.0853 | 0.1385 | 1.0667 | 0.149 | 3.7114 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 52 | 24 | 28 | 50 | 23 | 27 |
Losing Trades | 16 | 10 | 6 | 18 | 11 | 7 |
Profitability (%) | 76.4706 | 70.5882 | 82.3529 | 73.5294 | 67.6471 | 79.4118 |
Ratio Avg Win / Avg Loss | 0.0783 | 0.4522 | 0.0297 | 0.384 | 0.0713 | 0.9622 |
Largest Winning Trade | 50089 | 50089 | 24998 | 25644327 | 967116 | 25644327 |
Largest Losing Trade | -871309 | -54624 | -871309 | -11272509 | -11272509 | -3848469 |
Avg Bars in Trades | 52 | 60 | 44 | 52 | 60 | 44 |
Avg Bars in Winners | 15 | 12 | 18 | 21 | 8 | 32 |
Avg Bars in Losers | 169 | 173 | 163 | 137 | 168 | 88 |
Bars Traded | 3546 | 2048 | 1498 | 3546 | 2048 | 1498 |
Profit Streak | 115.8595 | 115.8595 | 236.8595 | 115.8595 | 115.8595 | 236.8595 |
Trades During Streak | 17 | 8 | 11 | 17 | 8 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -689127 | -470210 | -575139 | -252198 | -576975 | 656383 |
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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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