Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1321036.5437 | 67572.2212 | -1388608.765 | 2852800.8891 | -19760386.5741 | 22613187.4633 |
Total P&L (%) | -1321.0365 | 67.5722 | -1388.6088 | 2852.8009 | -19760.3866 | 22613.1875 |
Avg Daily Profit (%) | -0.5812 | 0.0297 | -0.6109 | 0.149 | 0 | 0.239 |
Buy And Hold Return (%) | 247.2992 | 247.2992 | 247.2992 | 247.2992 | 247.2992 | 247.2992 |
Max Trade Drawdown | -1367071 | -117087 | -1455115 | -22119009 | -19779690 | -9212847 |
Profit Factor | 0.304 | 1.2746 | 0.1594 | 1.0692 | 0.2978 | 2.7244 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 35 | 16 | 19 | 31 | 12 | 19 |
Losing Trades | 34 | 18 | 16 | 38 | 22 | 16 |
Profitability (%) | 50.7246 | 47.0588 | 54.2857 | 44.9275 | 35.2941 | 54.2857 |
Ratio Avg Win / Avg Loss | 0.2953 | 1.4339 | 0.1343 | 1.3106 | 0.5459 | 2.2942 |
Largest Winning Trade | 71142 | 71142 | 33615 | 16274584 | 3854449 | 16274584 |
Largest Losing Trade | -1142535 | -46957 | -1142535 | -7256229 | -7256229 | -5447052 |
Avg Bars in Trades | 87 | 109 | 66 | 87 | 109 | 66 |
Avg Bars in Winners | 47 | 41 | 52 | 54 | 40 | 62 |
Avg Bars in Losers | 128 | 169 | 82 | 114 | 146 | 70 |
Bars Traded | 6043 | 3719 | 2324 | 6043 | 3719 | 2324 |
Profit Streak | 73.2319 | 0 | 155.5652 | 73.2319 | 0 | 155.5652 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -686125 | -320179 | -579267 | -245807 | -586514 | 542849 |
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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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