Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1168909.9688 | 178337.8555 | -1347247.8243 | 3716671.7249 | 432226.742 | 3284444.9828 |
Total P&L (%) | -1168.91 | 178.3379 | -1347.2478 | 3716.6717 | 432.2267 | 3284.445 |
Avg Daily Profit (%) | -0.6443 | 0.0983 | -0.7426 | 0.2009 | 0.0922 | 0.1943 |
Buy And Hold Return (%) | 1246.0034 | 1246.0034 | 1246.0034 | 1246.0034 | 1246.0034 | 1246.0034 |
Max Trade Drawdown | -331117 | -83297 | -418547 | -4978170 | -4462218 | -2376406 |
Profit Factor | 0.3691 | 1.7723 | 0.1693 | 1.2848 | 1.0517 | 1.7015 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 45 | 23 | 22 | 31 | 15 | 16 |
Losing Trades | 16 | 7 | 9 | 30 | 15 | 15 |
Profitability (%) | 73.7705 | 76.6667 | 70.9677 | 50.8197 | 50 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.1312 | 0.5394 | 0.0692 | 1.2434 | 1.0517 | 1.5952 |
Largest Winning Trade | 49561 | 49561 | 25299 | 2501408 | 2385649 | 2501408 |
Largest Losing Trade | -1135956 | -71338 | -1135956 | -4462218 | -4462218 | -1135956 |
Avg Bars in Trades | 349 | 345 | 354 | 349 | 345 | 354 |
Avg Bars in Winners | 169 | 147 | 192 | 395 | 420 | 371 |
Avg Bars in Losers | 856 | 995 | 749 | 302 | 270 | 335 |
Bars Traded | 21335 | 10360 | 10975 | 21335 | 10360 | 10975 |
Profit Streak | 42.7351 | 166.4851 | 42.7351 | 42.7351 | 166.4851 | 42.7351 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -742196 | -222173 | -577112 | -159483 | -398051 | 321658 |
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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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