Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1693893.8046 | -87160.6662 | -1606733.1384 | 100008.1206 | -3010339.8619 | 3110347.9825 |
Total P&L (%) | -1693.8938 | -87.1607 | -1606.7331 | 100.0081 | -3010.3399 | 3110.348 |
Avg Daily Profit (%) | -0.7512 | -0.0387 | -0.7126 | 0.0307 | 0 | 0.154 |
Buy And Hold Return (%) | 266.7539 | 266.7539 | 266.7539 | 266.7539 | 266.7539 | 266.7539 |
Max Trade Drawdown | -1768203 | -117607 | -1677848 | -3825898 | -3015423 | -1144129 |
Profit Factor | 0.2338 | 0.7412 | 0.1426 | 1.0145 | 0.2711 | 2.1308 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 41 | 20 | 21 | 39 | 19 | 20 |
Losing Trades | 30 | 15 | 15 | 32 | 16 | 16 |
Profitability (%) | 57.7465 | 57.1429 | 58.3333 | 54.9296 | 54.2857 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.1711 | 0.5559 | 0.1018 | 0.8324 | 0.2283 | 1.7046 |
Largest Winning Trade | 56512 | 56512 | 34194 | 4414828 | 320626 | 4414828 |
Largest Losing Trade | -992061 | -49716 | -992061 | -1973632 | -1973632 | -879799 |
Avg Bars in Trades | 183 | 172 | 194 | 183 | 172 | 194 |
Avg Bars in Winners | 69 | 65 | 74 | 78 | 71 | 85 |
Avg Bars in Losers | 339 | 316 | 362 | 311 | 293 | 329 |
Bars Traded | 13041 | 6053 | 6988 | 13041 | 6053 | 6988 |
Profit Streak | 8.0698 | 0 | 50.5698 | 8.0698 | 0 | 50.5698 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -670099 | -579861 | -578284 | -613481 | -580232 | 497877 |
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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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