Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1292066.0121 | -47991.8152 | -1244074.197 | -469401.9027 | -3217611.2193 | 2748209.3165 |
Total P&L (%) | -1292.066 | -47.9918 | -1244.0742 | -469.4019 | -3217.6112 | 2748.2093 |
Avg Daily Profit (%) | -0.7077 | -0.0263 | -0.6814 | 0 | 0 | 0.1836 |
Buy And Hold Return (%) | 697.2086 | 697.2086 | 697.2086 | 697.2086 | 697.2086 | 697.2086 |
Max Trade Drawdown | -1372437 | -166045 | -1282986 | -6964340 | -5386656 | -1671432 |
Profit Factor | 0.2842 | 0.851 | 0.1611 | 0.96 | 0.5455 | 1.5898 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 41 | 22 | 19 | 32 | 15 | 17 |
Losing Trades | 28 | 13 | 15 | 37 | 20 | 17 |
Profitability (%) | 59.4203 | 62.8571 | 55.8824 | 46.3768 | 42.8571 | 50 |
Ratio Avg Win / Avg Loss | 0.1941 | 0.5029 | 0.1272 | 1.11 | 0.7273 | 1.5898 |
Largest Winning Trade | 48347 | 48347 | 27282 | 4694549 | 1401298 | 4694549 |
Largest Losing Trade | -665110 | -78568 | -665110 | -4912065 | -4912065 | -1171269 |
Avg Bars in Trades | 155 | 164 | 145 | 155 | 164 | 145 |
Avg Bars in Winners | 82 | 83 | 80 | 158 | 170 | 148 |
Avg Bars in Losers | 261 | 299 | 228 | 152 | 159 | 143 |
Bars Traded | 10701 | 5742 | 4959 | 10701 | 5742 | 4959 |
Profit Streak | 20.613 | 74.613 | 0 | 0 | 0 | 170.2797 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -685003 | -578155 | -580032 | -686797 | -583565 | 357365 |
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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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