Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1042576.7187 | 50432.7012 | -1093009.4199 | 1236868.3894 | -13611966.2824 | 14848834.6718 |
Total P&L (%) | -1042.5767 | 50.4327 | -1093.0094 | 1236.8684 | -13611.9663 | 14848.8347 |
Avg Daily Profit (%) | -0.4622 | 0.0224 | -0.4846 | 0.115 | 0 | 0.2222 |
Buy And Hold Return (%) | 502.0627 | 502.0627 | 502.0627 | 502.0627 | 502.0627 | 502.0627 |
Max Trade Drawdown | -1185412 | -140596 | -1215453 | -19212840 | -17076857 | -7705969 |
Profit Factor | 0.3501 | 1.2165 | 0.2029 | 1.0363 | 0.3649 | 2.1722 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 35 | 16 | 19 | 33 | 13 | 20 |
Losing Trades | 32 | 17 | 15 | 34 | 20 | 14 |
Profitability (%) | 52.2388 | 48.4848 | 55.8824 | 49.2537 | 39.3939 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.3201 | 1.2925 | 0.1602 | 1.0677 | 0.5614 | 1.5205 |
Largest Winning Trade | 62076 | 46610 | 62076 | 13841461 | 4957009 | 13841461 |
Largest Losing Trade | -835675 | -41095 | -835675 | -8289815 | -8289815 | -4179656 |
Avg Bars in Trades | 60 | 74 | 46 | 60 | 74 | 46 |
Avg Bars in Winners | 33 | 41 | 27 | 39 | 41 | 38 |
Avg Bars in Losers | 88 | 105 | 70 | 79 | 95 | 56 |
Bars Traded | 4023 | 2452 | 1571 | 4023 | 2452 | 1571 |
Profit Streak | 147.661 | 147.661 | 249.661 | 147.661 | 147.661 | 249.661 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -700013 | -328459 | -578656 | -343265 | -583575 | 535059 |
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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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