Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2348194.9179 | -134719.3701 | -2213475.5477 | 233855.8698 | -5099846.1388 | 5333702.0086 |
Total P&L (%) | -2348.1949 | -134.7194 | -2213.4755 | 233.8559 | -5099.8461 | 5333.702 |
Avg Daily Profit (%) | -1.314 | -0.0754 | -1.2387 | 0.0675 | 0 | 0.2238 |
Buy And Hold Return (%) | 200.8011 | 200.8011 | 200.8011 | 200.8011 | 200.8011 | 200.8011 |
Max Trade Drawdown | -2460144 | -214646 | -2302714 | -8245620 | -8920333 | -1011954 |
Profit Factor | 0.1657 | 0.6614 | 0.084 | 1.0169 | 0.5223 | 2.6951 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 13 | 21 | 38 | 15 | 23 |
Losing Trades | 34 | 21 | 13 | 30 | 19 | 11 |
Profitability (%) | 50 | 38.2353 | 61.7647 | 55.8824 | 44.1176 | 67.6471 |
Ratio Avg Win / Avg Loss | 0.1657 | 1.0684 | 0.052 | 0.8028 | 0.6616 | 1.2889 |
Largest Winning Trade | 66972 | 66972 | 30081 | 5569040 | 3365484 | 5569040 |
Largest Losing Trade | -1217907 | -64813 | -1217907 | -4240730 | -4240730 | -974793 |
Avg Bars in Trades | 76 | 94 | 57 | 76 | 94 | 57 |
Avg Bars in Winners | 39 | 52 | 30 | 44 | 55 | 38 |
Avg Bars in Losers | 113 | 120 | 101 | 115 | 125 | 98 |
Bars Traded | 5177 | 3215 | 1962 | 5177 | 3215 | 1962 |
Profit Streak | 19.2424 | 21.9091 | 19.2424 | 19.2424 | 21.9091 | 19.2424 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -693212 | -583154 | -578711 | -532648 | -582533 | 543628 |
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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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