Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1774104.3557 | 9602.2386 | -1783706.5943 | 64759.8663 | 1675125.1059 | -1610365.2396 |
Total P&L (%) | -1774.1044 | 9.6022 | -1783.7066 | 64.7599 | 1675.1251 | -1610.3652 |
Avg Daily Profit (%) | -0.9608 | 0.0052 | -0.966 | 0.027 | 0.1559 | 0 |
Buy And Hold Return (%) | 169.9842 | 169.9842 | 169.9842 | 169.9842 | 169.9842 | 169.9842 |
Max Trade Drawdown | -1907073 | -137478 | -1849751 | -2709719 | -555817 | -2701431 |
Profit Factor | 0.2395 | 1.0287 | 0.1074 | 1.014 | 2.197 | 0.4994 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 33 | 17 | 16 | 37 | 20 | 17 |
Losing Trades | 36 | 17 | 19 | 32 | 14 | 18 |
Profitability (%) | 47.8261 | 50 | 45.7143 | 53.6232 | 58.8235 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.2612 | 1.0287 | 0.1275 | 0.877 | 1.5379 | 0.5288 |
Largest Winning Trade | 61737 | 61737 | 33218 | 1083221 | 1083221 | 633437 |
Largest Losing Trade | -1667959 | -69543 | -1667959 | -2677914 | -555817 | -2677914 |
Avg Bars in Trades | 101 | 102 | 100 | 101 | 102 | 100 |
Avg Bars in Winners | 59 | 42 | 77 | 104 | 119 | 86 |
Avg Bars in Losers | 140 | 163 | 120 | 99 | 79 | 114 |
Bars Traded | 7026 | 3492 | 3534 | 7026 | 3492 | 3534 |
Profit Streak | 0 | 149.174 | 0 | 0 | 149.174 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -687900 | -539655 | -582454 | -634817 | 501502 | -581343 |
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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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