Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2217299.0459 | -9513.9649 | -2207785.081 | 3233300.4228 | -660367.982 | 3893668.4049 |
Total P&L (%) | -2217.299 | -9.514 | -2207.7851 | 3233.3004 | -660.368 | 3893.6684 |
Avg Daily Profit (%) | -1.2008 | -0.0052 | -1.1957 | 0.1901 | 0 | 0.1999 |
Buy And Hold Return (%) | 122.449 | 122.449 | 122.449 | 122.449 | 122.449 | 122.449 |
Max Trade Drawdown | -2318075 | -16596 | -2320501 | -4789606 | -903856 | -4365411 |
Profit Factor | 0.1828 | 0.8832 | 0.1611 | 1.2714 | 0.7024 | 1.4017 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 38 | 18 | 20 | 32 | 14 | 18 |
Losing Trades | 27 | 15 | 12 | 33 | 19 | 14 |
Profitability (%) | 58.4615 | 54.5455 | 62.5 | 49.2308 | 42.4242 | 56.25 |
Ratio Avg Win / Avg Loss | 0.1299 | 0.736 | 0.0967 | 1.3112 | 0.9532 | 1.0902 |
Largest Winning Trade | 62522 | 10196 | 62522 | 3432416 | 295004 | 3432416 |
Largest Losing Trade | -2019200 | -10887 | -2019200 | -2490541 | -317290 | -2490541 |
Avg Bars in Trades | 109 | 4 | 216 | 109 | 4 | 216 |
Avg Bars in Winners | 53 | 5 | 96 | 107 | 5 | 186 |
Avg Bars in Losers | 187 | 4 | 417 | 110 | 4 | 255 |
Bars Traded | 7090 | 155 | 6935 | 7090 | 155 | 6935 |
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 | -715680 | -579935 | -579190 | -128436 | -583471 | 342717 |
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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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