Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1867783.9608 | 38951.9115 | -1906735.8723 | -1760104.8322 | -21583650.7568 | 19823545.9246 |
Total P&L (%) | -1867.784 | 38.9519 | -1906.7359 | -1760.1048 | -21583.6508 | 19823.5459 |
Avg Daily Profit (%) | -0.9991 | 0.0208 | -1.0199 | 0 | 0 | 0.2836 |
Buy And Hold Return (%) | 8542.6353 | 8542.6353 | 8542.6353 | 8542.6353 | 8542.6353 | 8542.6353 |
Max Trade Drawdown | -1995932 | -158020 | -1948700 | -26353275 | -22355564 | -5599953 |
Profit Factor | 0.1968 | 1.1752 | 0.0934 | 0.9525 | 0.146 | 2.6823 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 54 | 28 | 26 | 33 | 15 | 18 |
Losing Trades | 16 | 7 | 9 | 37 | 20 | 17 |
Profitability (%) | 77.1429 | 80 | 74.2857 | 47.1429 | 42.8571 | 51.4286 |
Ratio Avg Win / Avg Loss | 0.0583 | 0.2938 | 0.0323 | 1.068 | 0.1947 | 2.5333 |
Largest Winning Trade | 36509 | 36509 | 21816 | 23913177 | 1489214 | 23913177 |
Largest Losing Trade | -1201395 | -63357 | -1201395 | -10594320 | -10594320 | -3674893 |
Avg Bars in Trades | 98 | 95 | 102 | 98 | 95 | 102 |
Avg Bars in Winners | 41 | 48 | 33 | 77 | 66 | 86 |
Avg Bars in Losers | 292 | 283 | 300 | 118 | 117 | 118 |
Bars Traded | 6923 | 3353 | 3570 | 6923 | 3353 | 3570 |
Profit Streak | 113.1118 | 159.1118 | 113.1118 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -674406 | -355445 | -577076 | -679000 | -583565 | 334543 |
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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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