Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1274814.4945 | -4204.2022 | -1270610.2923 | 1872981.1964 | -15849597.0114 | 17722578.2078 |
Total P&L (%) | -1274.8145 | -4.2042 | -1270.6103 | 1872.9812 | -15849.597 | 17722.5782 |
Avg Daily Profit (%) | -0.6812 | -0.0022 | -0.6789 | 0.1595 | 0 | 0.2773 |
Buy And Hold Return (%) | 510.9071 | 510.9071 | 510.9071 | 510.9071 | 510.9071 | 510.9071 |
Max Trade Drawdown | -1458430 | -144764 | -1375833 | -14899228 | -16386333 | -3114111 |
Profit Factor | 0.2498 | 0.98 | 0.1467 | 1.0699 | 0.1851 | 3.4165 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 54 | 26 | 28 | 52 | 25 | 27 |
Losing Trades | 14 | 8 | 6 | 16 | 9 | 7 |
Profitability (%) | 79.4118 | 76.4706 | 82.3529 | 76.4706 | 73.5294 | 79.4118 |
Ratio Avg Win / Avg Loss | 0.0648 | 0.3015 | 0.0314 | 0.3292 | 0.0666 | 0.8858 |
Largest Winning Trade | 50089 | 50089 | 24998 | 19518584 | 780119 | 19518584 |
Largest Losing Trade | -871309 | -54262 | -871309 | -8522868 | -8522868 | -3114111 |
Avg Bars in Trades | 52 | 60 | 44 | 52 | 60 | 44 |
Avg Bars in Winners | 16 | 13 | 17 | 21 | 10 | 31 |
Avg Bars in Losers | 191 | 210 | 167 | 152 | 199 | 91 |
Bars Traded | 3550 | 2044 | 1506 | 3550 | 2044 | 1506 |
Profit Streak | 141.7249 | 141.7249 | 238.7249 | 141.7249 | 141.7249 | 238.7249 |
Trades During Streak | 17 | 8 | 9 | 17 | 8 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -688752 | -575855 | -575182 | -248452 | -576236 | 638843 |
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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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