Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1229127.1186 | -46587.5436 | -1182539.575 | -188896.08 | -5135501.9898 | 4946605.9098 |
Total P&L (%) | -1229.1271 | -46.5875 | -1182.5396 | -188.8961 | -5135.502 | 4946.6059 |
Avg Daily Profit (%) | -0.6768 | -0.0257 | -0.6512 | 0 | 0 | 0.2162 |
Buy And Hold Return (%) | 734.814 | 734.814 | 734.814 | 734.814 | 734.814 | 734.814 |
Max Trade Drawdown | -1284691 | -184394 | -666924 | -7551157 | -6421653 | -1620778 |
Profit Factor | 0.2995 | 0.8444 | 0.1874 | 0.9864 | 0.3699 | 1.869 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 36 | 17 | 19 | 31 | 17 | 14 |
Losing Trades | 31 | 17 | 14 | 36 | 17 | 19 |
Profitability (%) | 53.7313 | 50 | 57.5758 | 46.2687 | 50 | 42.4242 |
Ratio Avg Win / Avg Loss | 0.2579 | 0.8444 | 0.1381 | 1.1454 | 0.3699 | 2.5365 |
Largest Winning Trade | 48550 | 48550 | 43971 | 8346221 | 859855 | 8346221 |
Largest Losing Trade | -612951 | -78152 | -612951 | -5671806 | -5671806 | -1620778 |
Avg Bars in Trades | 51 | 35 | 68 | 51 | 35 | 68 |
Avg Bars in Winners | 34 | 28 | 40 | 54 | 37 | 75 |
Avg Bars in Losers | 70 | 42 | 105 | 48 | 33 | 62 |
Bars Traded | 3446 | 1201 | 2245 | 3446 | 1201 | 2245 |
Profit Streak | 0 | 0 | 28.9439 | 13.9439 | 15.9439 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -701294 | -580795 | -578814 | -701242 | -580216 | 308647 |
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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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