Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1461909.7437 | -147317.6215 | -1314592.1222 | -51827.5608 | -2187667.1575 | 2135839.5967 |
Total P&L (%) | -1461.9097 | -147.3176 | -1314.5921 | -51.8276 | -2187.6672 | 2135.8396 |
Avg Daily Profit (%) | -0.7795 | -0.0785 | -0.7009 | -0.0389 | 0 | 0.1658 |
Buy And Hold Return (%) | 269.338 | 269.338 | 269.338 | 269.338 | 269.338 | 269.338 |
Max Trade Drawdown | -1550323 | -203165 | -1352206 | -2288315 | -2593306 | -1439453 |
Profit Factor | 0.1673 | 0.5099 | 0.0966 | 0.9895 | 0.2354 | 2.0356 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 51 | 24 | 27 | 51 | 23 | 28 |
Losing Trades | 21 | 12 | 9 | 21 | 13 | 8 |
Profitability (%) | 70.8333 | 66.6667 | 75 | 70.8333 | 63.8889 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.0689 | 0.255 | 0.0322 | 0.4074 | 0.1331 | 0.5816 |
Largest Winning Trade | 20553 | 20553 | 10869 | 3286771 | 368169 | 3286771 |
Largest Losing Trade | -1015310 | -61752 | -1015310 | -1430761 | -1430761 | -1408791 |
Avg Bars in Trades | 101 | 118 | 83 | 101 | 118 | 83 |
Avg Bars in Winners | 37 | 42 | 34 | 49 | 48 | 49 |
Avg Bars in Losers | 254 | 271 | 232 | 226 | 242 | 202 |
Bars Traded | 7283 | 4269 | 3014 | 7283 | 4269 | 3014 |
Profit Streak | 166.793 | 166.793 | 265.043 | 166.793 | 166.793 | 265.043 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -660051 | -577237 | -576121 | -660051 | -577597 | 498726 |
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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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