Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1253841.2689 | -39206.9847 | -1214634.2842 | -2429259.1076 | -6083381.1675 | 3654122.0599 |
Total P&L (%) | -1253.8413 | -39.207 | -1214.6343 | -2429.2591 | -6083.3812 | 3654.1221 |
Avg Daily Profit (%) | -0.6911 | -0.0216 | -0.6695 | 0 | 0 | 0.2 |
Buy And Hold Return (%) | 601.6304 | 601.6304 | 601.6304 | 601.6304 | 601.6304 | 601.6304 |
Max Trade Drawdown | -1378083 | -149263 | -1285659 | -13531751 | -10337422 | -4164485 |
Profit Factor | 0.2673 | 0.8462 | 0.166 | 0.8674 | 0.4775 | 1.5474 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 42 | 21 | 21 | 35 | 17 | 18 |
Losing Trades | 27 | 14 | 13 | 34 | 18 | 16 |
Profitability (%) | 60.8696 | 60 | 61.7647 | 50.7246 | 48.5714 | 52.9412 |
Ratio Avg Win / Avg Loss | 0.1718 | 0.5641 | 0.1028 | 0.8426 | 0.5056 | 1.3754 |
Largest Winning Trade | 37488 | 25605 | 37488 | 5146849 | 1551312 | 5146849 |
Largest Losing Trade | -587507 | -69944 | -587507 | -7656448 | -7656448 | -2887680 |
Avg Bars in Trades | 74 | 66 | 82 | 74 | 66 | 82 |
Avg Bars in Winners | 36 | 34 | 38 | 76 | 58 | 94 |
Avg Bars in Losers | 133 | 114 | 153 | 71 | 74 | 69 |
Bars Traded | 5136 | 2334 | 2802 | 5136 | 2334 | 2802 |
Profit Streak | 99.3797 | 167.0464 | 99.3797 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684012 | -578137 | -578710 | -686683 | -581343 | 337674 |
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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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