Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1158509.2547 | -27466.3365 | -1131042.9182 | -1031808.0864 | -3856020.2176 | 2824212.1311 |
Total P&L (%) | -1158.5093 | -27.4663 | -1131.0429 | -1031.8081 | -3856.0202 | 2824.2121 |
Avg Daily Profit (%) | -0.6365 | -0.0151 | -0.6215 | 0 | 0 | 0.1856 |
Buy And Hold Return (%) | 553.7107 | 553.7107 | 553.7107 | 553.7107 | 553.7107 | 553.7107 |
Max Trade Drawdown | -1246233 | -164438 | -1189028 | -10911557 | -8461961 | -2577887 |
Profit Factor | 0.3026 | 0.902 | 0.181 | 0.939 | 0.61 | 1.4026 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 46 | 23 | 23 | 33 | 14 | 19 |
Losing Trades | 22 | 11 | 11 | 35 | 20 | 15 |
Profitability (%) | 67.6471 | 67.6471 | 67.6471 | 48.5294 | 41.1765 | 55.8824 |
Ratio Avg Win / Avg Loss | 0.1447 | 0.4314 | 0.0866 | 0.9959 | 0.8714 | 1.1073 |
Largest Winning Trade | 33261 | 22274 | 33261 | 5566336 | 1441631 | 5566336 |
Largest Losing Trade | -625978 | -74056 | -625978 | -7093362 | -7093362 | -1543428 |
Avg Bars in Trades | 51 | 55 | 47 | 51 | 55 | 47 |
Avg Bars in Winners | 22 | 22 | 22 | 47 | 47 | 46 |
Avg Bars in Losers | 110 | 122 | 98 | 54 | 60 | 47 |
Bars Traded | 3478 | 1873 | 1605 | 3478 | 1873 | 1605 |
Profit Streak | 42.6611 | 174.1611 | 0 | 0 | 0 | 169.1611 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691438 | -577152 | -578507 | -695127 | -584226 | 326610 |
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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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