Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1970083.4794 | -115259.0735 | -1854824.4059 | 5902.3153 | -4718279.6062 | 4724181.9215 |
Total P&L (%) | -1970.0835 | -115.2591 | -1854.8244 | 5.9023 | -4718.2796 | 4724.1819 |
Avg Daily Profit (%) | -0.8737 | -0.0511 | -0.8226 | 0.0025 | 0 | 0.1721 |
Buy And Hold Return (%) | 261.0825 | 261.0825 | 261.0825 | 261.0825 | 261.0825 | 261.0825 |
Max Trade Drawdown | -2027797 | -163296 | -1920704 | -7461089 | -5679406 | -1835833 |
Profit Factor | 0.2062 | 0.6916 | 0.1202 | 1.0006 | 0.2697 | 2.3747 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 39 | 17 | 22 | 35 | 14 | 21 |
Losing Trades | 32 | 18 | 14 | 36 | 21 | 15 |
Profitability (%) | 54.9296 | 48.5714 | 61.1111 | 49.2958 | 40 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.1692 | 0.7322 | 0.0765 | 1.0292 | 0.4046 | 1.6962 |
Largest Winning Trade | 39878 | 39878 | 25539 | 5594552 | 1095783 | 5594552 |
Largest Losing Trade | -1382015 | -63130 | -1382015 | -2896009 | -2896009 | -993968 |
Avg Bars in Trades | 181 | 199 | 164 | 181 | 199 | 164 |
Avg Bars in Winners | 80 | 75 | 84 | 95 | 88 | 100 |
Avg Bars in Losers | 304 | 316 | 289 | 264 | 273 | 252 |
Bars Traded | 12885 | 6980 | 5905 | 12885 | 6980 | 5905 |
Profit Streak | 9.0819 | 0 | 279.2485 | 9.0819 | 0 | 279.2485 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -670470 | -581343 | -577968 | -665948 | -584676 | 531776 |
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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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