Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1816775.8578 | 35830.7066 | -1852606.5645 | -2112157.7754 | -21712734.3935 | 19600576.6181 |
Total P&L (%) | -1816.7759 | 35.8307 | -1852.6066 | -2112.1578 | -21712.7344 | 19600.5766 |
Avg Daily Profit (%) | -0.9797 | 0.0193 | -0.9991 | 0 | 0 | 0.2853 |
Buy And Hold Return (%) | 6242.3025 | 6242.3025 | 6242.3025 | 6242.3025 | 6242.3025 | 6242.3025 |
Max Trade Drawdown | -1870993 | -155066 | -1874208 | -30074013 | -25228730 | -7487914 |
Profit Factor | 0.2102 | 1.1567 | 0.1057 | 0.9493 | 0.2307 | 2.4546 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 44 | 20 | 24 | 33 | 13 | 20 |
Losing Trades | 24 | 14 | 10 | 35 | 21 | 14 |
Profitability (%) | 64.7059 | 58.8235 | 70.5882 | 48.5294 | 38.2353 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.1146 | 0.8097 | 0.044 | 1.0069 | 0.3726 | 1.7182 |
Largest Winning Trade | 61677 | 61677 | 25127 | 17697376 | 3130791 | 17697376 |
Largest Losing Trade | -1088490 | -59179 | -1088490 | -11186564 | -11186564 | -5510151 |
Avg Bars in Trades | 76 | 72 | 80 | 76 | 72 | 80 |
Avg Bars in Winners | 36 | 44 | 29 | 68 | 67 | 68 |
Avg Bars in Losers | 150 | 112 | 202 | 84 | 75 | 97 |
Bars Traded | 5200 | 2469 | 2731 | 5200 | 2469 | 2731 |
Profit Streak | 34.7234 | 66.7234 | 0 | 0 | 0 | 217.0567 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691829 | -380999 | -578126 | -693460 | -585370 | 452123 |
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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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