Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1937457.8966 | -81831.6196 | -1855626.277 | 69431.4175 | -5487109.3987 | 5556540.8162 |
Total P&L (%) | -1937.4579 | -81.8316 | -1855.6263 | 69.4314 | -5487.1094 | 5556.5408 |
Avg Daily Profit (%) | -0.8578 | -0.0362 | -0.8216 | 0.0233 | 0 | 0.1788 |
Buy And Hold Return (%) | 345.3947 | 345.3947 | 345.3947 | 345.3947 | 345.3947 | 345.3947 |
Max Trade Drawdown | -1981800 | -132474 | -1898094 | -6087803 | -5563779 | -1098926 |
Profit Factor | 0.1911 | 0.7356 | 0.1103 | 1.0067 | 0.2347 | 2.7333 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 43 | 19 | 24 | 39 | 17 | 22 |
Losing Trades | 28 | 16 | 12 | 32 | 18 | 14 |
Profitability (%) | 60.5634 | 54.2857 | 66.6667 | 54.9296 | 48.5714 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.1244 | 0.6194 | 0.0552 | 0.826 | 0.2485 | 1.7394 |
Largest Winning Trade | 27540 | 27540 | 21074 | 6664468 | 588546 | 6664468 |
Largest Losing Trade | -1382560 | -58139 | -1382560 | -2687993 | -2687993 | -668654 |
Avg Bars in Trades | 86 | 98 | 74 | 86 | 98 | 74 |
Avg Bars in Winners | 27 | 25 | 28 | 34 | 29 | 38 |
Avg Bars in Losers | 178 | 185 | 168 | 150 | 164 | 132 |
Bars Traded | 6149 | 3454 | 2695 | 6149 | 3454 | 2695 |
Profit Streak | 77.9685 | 77.9685 | 281.9685 | 77.9685 | 77.9685 | 281.9685 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668943 | -579268 | -577227 | -631183 | -580379 | 572501 |
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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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