Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1337116.1357 | 10002.6716 | -1347118.8073 | -120794.4257 | 2247575.8497 | -2368370.2754 |
Total P&L (%) | -1337.1161 | 10.0027 | -1347.1188 | -120.7944 | 2247.5759 | -2368.3703 |
Avg Daily Profit (%) | -0.7161 | 0.0054 | -0.7215 | 0 | 0.1692 | 0 |
Buy And Hold Return (%) | 352.2671 | 352.2671 | 352.2671 | 352.2671 | 352.2671 | 352.2671 |
Max Trade Drawdown | -1613220 | -198039 | -1479269 | -6039687 | -1157907 | -4881779 |
Profit Factor | 0.3131 | 1.0377 | 0.1987 | 0.987 | 2.7754 | 0.7056 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 45 | 18 | 27 | 31 | 21 | 10 |
Losing Trades | 23 | 16 | 7 | 37 | 13 | 24 |
Profitability (%) | 66.1765 | 52.9412 | 79.4118 | 45.5882 | 61.7647 | 29.4118 |
Ratio Avg Win / Avg Loss | 0.16 | 0.9224 | 0.0515 | 1.1781 | 1.7181 | 1.6936 |
Largest Winning Trade | 47257 | 47257 | 34840 | 4677732 | 1242551 | 4677732 |
Largest Losing Trade | -823031 | -58827 | -823031 | -3753944 | -1157907 | -3753944 |
Avg Bars in Trades | 162 | 193 | 131 | 162 | 193 | 131 |
Avg Bars in Winners | 74 | 84 | 67 | 238 | 256 | 200 |
Avg Bars in Losers | 335 | 316 | 380 | 99 | 91 | 103 |
Bars Traded | 11063 | 6580 | 4483 | 11063 | 6580 | 4483 |
Profit Streak | 154.2304 | 154.2304 | 277.7304 | 0 | 0 | 0 |
Trades During Streak | 11 | 5 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -690594 | -530409 | -575545 | -694604 | 509962 | -588387 |
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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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