Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2063818.8891 | -55932.1849 | -2007886.7042 | 1022496.6231 | -15400355.5152 | 16422852.1383 |
Total P&L (%) | -2063.8189 | -55.9322 | -2007.8867 | 1022.4966 | -15400.3555 | 16422.8521 |
Avg Daily Profit (%) | -1.1504 | -0.0312 | -1.1192 | 0.1349 | 0 | 0.2851 |
Buy And Hold Return (%) | 288.7652 | 288.7652 | 288.7652 | 288.7652 | 288.7652 | 288.7652 |
Max Trade Drawdown | -2230325 | -193014 | -2117898 | -27673132 | -26436752 | -10137970 |
Profit Factor | 0.2304 | 0.8526 | 0.1278 | 1.0184 | 0.5729 | 1.8466 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 67 | 31 | 36 | 65 | 30 | 35 |
Losing Trades | 29 | 17 | 12 | 31 | 18 | 13 |
Profitability (%) | 69.7917 | 64.5833 | 75 | 67.7083 | 62.5 | 72.9167 |
Ratio Avg Win / Avg Loss | 0.0997 | 0.4675 | 0.0426 | 0.4857 | 0.3437 | 0.6859 |
Largest Winning Trade | 46026 | 46026 | 31909 | 21208963 | 8908094 | 21208963 |
Largest Losing Trade | -1143656 | -67051 | -1143656 | -14711909 | -14711909 | -9656150 |
Avg Bars in Trades | 71 | 81 | 61 | 71 | 81 | 61 |
Avg Bars in Winners | 28 | 29 | 28 | 35 | 33 | 36 |
Avg Bars in Losers | 171 | 177 | 162 | 148 | 162 | 129 |
Bars Traded | 6890 | 3923 | 2967 | 6890 | 3923 | 2967 |
Profit Streak | 84.4925 | 84.4925 | 122.2425 | 84.4925 | 84.4925 | 122.2425 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576135 | -577434 | -576062 | -212716 | -577704 | 501738 |
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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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