Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1923374.636 | -107666.955 | -1815707.681 | 72841.2269 | -4559219.9305 | 4632061.1574 |
Total P&L (%) | -1923.3746 | -107.667 | -1815.7077 | 72.8412 | -4559.2199 | 4632.0612 |
Avg Daily Profit (%) | -0.8485 | -0.0475 | -0.801 | 0.0241 | 0 | 0.1703 |
Buy And Hold Return (%) | 361.5132 | 361.5132 | 361.5132 | 361.5132 | 361.5132 | 361.5132 |
Max Trade Drawdown | -1992063 | -147655 | -1891839 | -4678463 | -4561241 | -885453 |
Profit Factor | 0.189 | 0.6946 | 0.1007 | 1.008 | 0.3179 | 2.8758 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 38 | 17 | 21 | 34 | 14 | 20 |
Losing Trades | 32 | 18 | 14 | 36 | 21 | 15 |
Profitability (%) | 54.2857 | 48.5714 | 60 | 48.5714 | 40 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.1592 | 0.7355 | 0.0671 | 1.0672 | 0.4769 | 2.1568 |
Largest Winning Trade | 46363 | 46363 | 30351 | 5134622 | 1227362 | 5134622 |
Largest Losing Trade | -1423634 | -62252 | -1423634 | -2165946 | -2165946 | -583824 |
Avg Bars in Trades | 125 | 137 | 113 | 125 | 137 | 113 |
Avg Bars in Winners | 64 | 65 | 62 | 73 | 70 | 74 |
Avg Bars in Losers | 198 | 206 | 189 | 175 | 182 | 165 |
Bars Traded | 8803 | 4829 | 3974 | 8803 | 4829 | 3974 |
Profit Streak | 21.3468 | 0 | 276.0968 | 21.3468 | 0 | 276.0968 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -678171 | -581343 | -578097 | -636950 | -584676 | 561024 |
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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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