Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1196313.3412 | -10594.7222 | -1185718.619 | -2086316.1427 | -8103909.323 | 6017593.1803 |
Total P&L (%) | -1196.3133 | -10.5947 | -1185.7186 | -2086.3161 | -8103.9093 | 6017.5932 |
Avg Daily Profit (%) | -0.6564 | -0.0058 | -0.6506 | 0 | 0 | 0.226 |
Buy And Hold Return (%) | 814.8918 | 814.8918 | 814.8918 | 814.8918 | 814.8918 | 814.8918 |
Max Trade Drawdown | -1261353 | -154724 | -1218089 | -16130543 | -11445613 | -5709410 |
Profit Factor | 0.3023 | 0.9639 | 0.1655 | 0.9163 | 0.4611 | 1.6088 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 49 | 23 | 26 | 26 | 12 | 14 |
Losing Trades | 18 | 11 | 7 | 41 | 22 | 19 |
Profitability (%) | 73.1343 | 67.6471 | 78.7879 | 38.806 | 35.2941 | 42.4242 |
Ratio Avg Win / Avg Loss | 0.1111 | 0.461 | 0.0446 | 1.4449 | 0.8453 | 2.1834 |
Largest Winning Trade | 32192 | 31294 | 32192 | 10180466 | 2054819 | 10180466 |
Largest Losing Trade | -559952 | -70512 | -559952 | -7260981 | -7260981 | -4735520 |
Avg Bars in Trades | 51 | 61 | 40 | 51 | 61 | 40 |
Avg Bars in Winners | 20 | 20 | 19 | 55 | 69 | 43 |
Avg Bars in Losers | 135 | 144 | 120 | 48 | 56 | 39 |
Bars Traded | 3424 | 2075 | 1349 | 3424 | 2075 | 1349 |
Profit Streak | 148.5639 | 148.5639 | 269.5639 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -697335 | -577155 | -575676 | -704742 | -586514 | 300027 |
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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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