Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1468981.4193 | 3920.4205 | -1472901.8398 | 2273844.878 | -3347783.5468 | 5621628.4248 |
Total P&L (%) | -1468.9814 | 3.9204 | -1472.9018 | 2273.8449 | -3347.7835 | 5621.6284 |
Avg Daily Profit (%) | -0.8216 | 0.0022 | -0.8238 | 0.1773 | 0 | 0.2266 |
Buy And Hold Return (%) | 266.1723 | 266.1723 | 266.1723 | 266.1723 | 266.1723 | 266.1723 |
Max Trade Drawdown | -1600396 | -63603 | -1596147 | -11945222 | -4449640 | -9426537 |
Profit Factor | 0.2517 | 1.0387 | 0.2089 | 1.105 | 0.4637 | 1.3646 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 42 | 24 | 18 | 42 | 22 | 20 |
Losing Trades | 30 | 12 | 18 | 30 | 14 | 16 |
Profitability (%) | 58.3333 | 66.6667 | 50 | 58.3333 | 61.1111 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.1798 | 0.5194 | 0.2089 | 0.7893 | 0.2951 | 1.0917 |
Largest Winning Trade | 69228 | 15677 | 69228 | 4620865 | 657573 | 4620865 |
Largest Losing Trade | -1083695 | -20768 | -1083695 | -5711311 | -2171087 | -5711311 |
Avg Bars in Trades | 71 | 11 | 132 | 71 | 11 | 132 |
Avg Bars in Winners | 69 | 8 | 150 | 78 | 9 | 153 |
Avg Bars in Losers | 75 | 16 | 114 | 62 | 14 | 105 |
Bars Traded | 5163 | 408 | 4755 | 5163 | 408 | 4755 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -663197 | -532813 | -580780 | -181291 | -579062 | 340624 |
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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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