Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1687451.0298 | -76339.9384 | -1611111.0914 | 175944.3859 | -19160476.4104 | 19336420.7963 |
Total P&L (%) | -1687.451 | -76.3399 | -1611.1111 | 175.9444 | -19160.4764 | 19336.4208 |
Avg Daily Profit (%) | -0.7481 | -0.0338 | -0.7143 | 0.045 | 0 | 0.2339 |
Buy And Hold Return (%) | 386.6273 | 386.6273 | 386.6273 | 386.6273 | 386.6273 | 386.6273 |
Max Trade Drawdown | -1731022 | -212797 | -1654306 | -29843893 | -23847819 | -6009134 |
Profit Factor | 0.2031 | 0.7692 | 0.0983 | 1.0051 | 0.27 | 3.3382 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 34 | 16 | 18 | 24 | 10 | 14 |
Losing Trades | 27 | 14 | 13 | 37 | 20 | 17 |
Profitability (%) | 55.7377 | 53.3333 | 58.0645 | 39.3443 | 33.3333 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.1613 | 0.673 | 0.071 | 1.5495 | 0.5399 | 4.0535 |
Largest Winning Trade | 35698 | 35698 | 26725 | 22703305 | 5660795 | 22703305 |
Largest Losing Trade | -1189508 | -62224 | -1189508 | -13457722 | -13457722 | -3079942 |
Avg Bars in Trades | 69 | 77 | 61 | 69 | 77 | 61 |
Avg Bars in Winners | 24 | 25 | 23 | 31 | 26 | 34 |
Avg Bars in Losers | 125 | 135 | 114 | 93 | 102 | 83 |
Bars Traded | 4221 | 2313 | 1908 | 4221 | 2313 | 1908 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -746034 | -580393 | -579772 | -682796 | -587306 | 460388 |
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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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