Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1486305.8349 | 82048.8978 | -1568354.7327 | 3639326.9861 | -30536022.4924 | 34175349.4785 |
Total P&L (%) | -1486.3058 | 82.0489 | -1568.3547 | 3639.327 | -30536.0225 | 34175.3495 |
Avg Daily Profit (%) | -0.6557 | 0.0362 | -0.6919 | 0.1599 | 0 | 0.2578 |
Buy And Hold Return (%) | 423.0655 | 423.0655 | 423.0655 | 423.0655 | 423.0655 | 423.0655 |
Max Trade Drawdown | -1610237 | -115094 | -1657196 | -31881876 | -31026889 | -5987529 |
Profit Factor | 0.3055 | 1.2771 | 0.1494 | 1.0561 | 0.3907 | 3.3148 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 50 | 24 | 26 | 42 | 19 | 23 |
Losing Trades | 19 | 10 | 9 | 27 | 15 | 12 |
Profitability (%) | 72.4638 | 70.5882 | 74.2857 | 60.8696 | 55.8824 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.1161 | 0.5321 | 0.0517 | 0.6789 | 0.3085 | 1.7294 |
Largest Winning Trade | 45417 | 45417 | 30673 | 32336744 | 8897878 | 32336744 |
Largest Losing Trade | -1299458 | -58389 | -1299458 | -14603271 | -14603271 | -3813884 |
Avg Bars in Trades | 87 | 97 | 78 | 87 | 97 | 78 |
Avg Bars in Winners | 37 | 39 | 36 | 43 | 36 | 49 |
Avg Bars in Losers | 219 | 238 | 199 | 156 | 174 | 134 |
Bars Traded | 6064 | 3319 | 2745 | 6064 | 3319 | 2745 |
Profit Streak | 84.4822 | 84.4822 | 287.8155 | 84.4822 | 84.4822 | 287.8155 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -682501 | -308832 | -576226 | -256024 | -579474 | 659164 |
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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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