Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1698013.7524 | -29410.5063 | -1668603.246 | 538894.901 | -9921492.3427 | 10460387.2437 |
Total P&L (%) | -1698.0138 | -29.4105 | -1668.6032 | 538.8949 | -9921.4923 | 10460.3872 |
Avg Daily Profit (%) | -0.7528 | -0.013 | -0.7398 | 0.0823 | 0 | 0.2068 |
Buy And Hold Return (%) | 372.5126 | 372.5126 | 372.5126 | 372.5126 | 372.5126 | 372.5126 |
Max Trade Drawdown | -1783250 | -120212 | -1745474 | -10568206 | -9994060 | -3374837 |
Profit Factor | 0.2357 | 0.9048 | 0.1275 | 1.0256 | 0.3251 | 2.6437 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 48 | 23 | 25 | 42 | 19 | 23 |
Losing Trades | 21 | 11 | 10 | 27 | 15 | 12 |
Profitability (%) | 69.5652 | 67.6471 | 71.4286 | 60.8696 | 55.8824 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.1031 | 0.4327 | 0.051 | 0.6593 | 0.2567 | 1.3793 |
Largest Winning Trade | 37560 | 37560 | 26725 | 11849707 | 1684206 | 11849707 |
Largest Losing Trade | -1346023 | -54965 | -1346023 | -4651984 | -4651984 | -2113449 |
Avg Bars in Trades | 61 | 70 | 52 | 61 | 70 | 52 |
Avg Bars in Winners | 25 | 26 | 24 | 27 | 23 | 31 |
Avg Bars in Losers | 143 | 161 | 124 | 113 | 128 | 93 |
Bars Traded | 4225 | 2381 | 1844 | 4225 | 2381 | 1844 |
Profit Streak | 77.2905 | 77.2905 | 280.2905 | 77.2905 | 77.2905 | 280.2905 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -682871 | -577949 | -576617 | -406805 | -579474 | 556110 |
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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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