Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1243627.6578 | 98642.8756 | -1342270.5334 | -1566937.0563 | 3279758.163 | -4846695.2194 |
Total P&L (%) | -1243.6277 | 98.6429 | -1342.2705 | -1566.9371 | 3279.7582 | -4846.6952 |
Avg Daily Profit (%) | -0.5971 | 0.0474 | -0.6444 | 0 | 0.1692 | 0 |
Buy And Hold Return (%) | 962.6959 | 962.6959 | 962.6959 | 962.6959 | 962.6959 | 962.6959 |
Max Trade Drawdown | -1449560 | -9843 | -869698 | -33526354 | -1921559 | -33136504 |
Profit Factor | 0.3111 | 3.2622 | 0.2381 | 0.9662 | 1.6616 | 0.883 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 52 | 24 | 28 | 37 | 18 | 19 |
Losing Trades | 19 | 12 | 7 | 34 | 18 | 16 |
Profitability (%) | 73.2394 | 66.6667 | 80 | 52.1127 | 50 | 54.2857 |
Ratio Avg Win / Avg Loss | 0.1137 | 1.6311 | 0.0595 | 0.8879 | 1.6616 | 0.7435 |
Largest Winning Trade | 37571 | 24353 | 37571 | 6792501 | 1463303 | 6792501 |
Largest Losing Trade | -866453 | -9843 | -866453 | -24410804 | -1182410 | -24410804 |
Avg Bars in Trades | 341 | 21 | 671 | 341 | 21 | 671 |
Avg Bars in Winners | 201 | 16 | 360 | 286 | 18 | 539 |
Avg Bars in Losers | 725 | 31 | 1915 | 402 | 23 | 828 |
Bars Traded | 24280 | 768 | 23512 | 24280 | 768 | 23512 |
Profit Streak | 283.5942 | 419.8442 | 283.5942 | 0 | 0 | 0 |
Trades During Streak | 13 | 7 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -667215 | -285354 | -575484 | -671503 | 304112 | -580232 |
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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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