Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1617093.6271 | 87467.3102 | -1704560.9373 | 488894.7222 | -8008944.2126 | 8497838.9348 |
Total P&L (%) | -1617.0936 | 87.4673 | -1704.5609 | 488.8947 | -8008.9442 | 8497.8389 |
Avg Daily Profit (%) | -0.9496 | 0.0514 | -1.0009 | 0.1042 | 0 | 0.2619 |
Buy And Hold Return (%) | 2008.9494 | 2008.9494 | 2008.9494 | 2008.9494 | 2008.9494 | 2008.9494 |
Max Trade Drawdown | -1806016 | -97918 | -1799061 | -8927829 | -8280070 | -5457735 |
Profit Factor | 0.2616 | 1.388 | 0.1324 | 1.0232 | 0.2353 | 1.8027 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 47 | 24 | 23 | 45 | 22 | 23 |
Losing Trades | 24 | 11 | 13 | 26 | 13 | 13 |
Profitability (%) | 66.1972 | 68.5714 | 63.8889 | 63.3803 | 62.8571 | 63.8889 |
Ratio Avg Win / Avg Loss | 0.1336 | 0.6362 | 0.0748 | 0.5912 | 0.1391 | 1.0189 |
Largest Winning Trade | 54183 | 45369 | 54183 | 16865341 | 1047981 | 16865341 |
Largest Losing Trade | -1514176 | -60695 | -1514176 | -4541934 | -2968877 | -4541934 |
Avg Bars in Trades | 282 | 296 | 269 | 282 | 296 | 269 |
Avg Bars in Winners | 132 | 154 | 109 | 148 | 165 | 132 |
Avg Bars in Losers | 577 | 606 | 553 | 515 | 517 | 513 |
Bars Traded | 20088 | 10373 | 9715 | 20088 | 10373 | 9715 |
Profit Streak | 433.3622 | 433.3622 | 557.7789 | 433.3622 | 433.3622 | 557.7789 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668339 | -288165 | -577645 | -504276 | -578535 | 431640 |
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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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