Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1183542.0143 | 110476.4833 | -1294018.4976 | 8486079.7296 | 14563472.5778 | -6077392.8482 |
Total P&L (%) | -1183.542 | 110.4765 | -1294.0185 | 8486.0797 | 14563.4726 | -6077.3928 |
Avg Daily Profit (%) | -0.5206 | 0.0486 | -0.5692 | 0.1961 | 0.2197 | 0 |
Buy And Hold Return (%) | 332.9854 | 332.9854 | 332.9854 | 332.9854 | 332.9854 | 332.9854 |
Max Trade Drawdown | -1457411 | -103116 | -1445846 | -65571721 | -19664012 | -49360589 |
Profit Factor | 0.3586 | 1.4199 | 0.1821 | 1.0749 | 1.2824 | 0.9016 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 42 | 19 | 23 | 44 | 20 | 24 |
Losing Trades | 29 | 16 | 13 | 27 | 15 | 12 |
Profitability (%) | 59.1549 | 54.2857 | 63.8889 | 61.9718 | 57.1429 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.2476 | 1.1957 | 0.1029 | 0.6596 | 0.9618 | 0.4508 |
Largest Winning Trade | 73687 | 73687 | 51177 | 20781342 | 20781342 | 11340781 |
Largest Losing Trade | -945525 | -45612 | -945525 | -25772980 | -13814297 | -25772980 |
Avg Bars in Trades | 90 | 76 | 103 | 90 | 76 | 103 |
Avg Bars in Winners | 60 | 68 | 54 | 73 | 68 | 77 |
Avg Bars in Losers | 133 | 86 | 191 | 118 | 87 | 156 |
Bars Traded | 6422 | 2691 | 3731 | 6422 | 2691 | 3731 |
Profit Streak | 98.026 | 133.3593 | 98.026 | 98.026 | 133.3593 | 98.026 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -669632 | -291074 | -578419 | -220312 | 316181 | -578059 |
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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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