Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1845536.5176 | -17163.1379 | -1828373.3796 | 795695.1411 | -10390017.043 | 11185712.1841 |
Total P&L (%) | -1845.5365 | -17.1631 | -1828.3734 | 795.6951 | -10390.017 | 11185.7122 |
Avg Daily Profit (%) | -1.0305 | -0.0096 | -1.0209 | 0.1225 | 0 | 0.2642 |
Buy And Hold Return (%) | 273.959 | 273.959 | 273.959 | 273.959 | 273.959 | 273.959 |
Max Trade Drawdown | -1965682 | -165770 | -976749 | -14723746 | -18568991 | -3502473 |
Profit Factor | 0.2462 | 0.9556 | 0.113 | 1.0246 | 0.6039 | 2.8443 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 36 | 14 | 22 | 40 | 16 | 24 |
Losing Trades | 30 | 19 | 11 | 26 | 17 | 9 |
Profitability (%) | 54.5455 | 42.4242 | 66.6667 | 60.6061 | 48.4848 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.2051 | 1.2969 | 0.0565 | 0.666 | 0.6417 | 1.0666 |
Largest Winning Trade | 111140 | 111140 | 37929 | 7593343 | 7570582 | 7593343 |
Largest Losing Trade | -971521 | -68170 | -971521 | -10191037 | -10191037 | -3008576 |
Avg Bars in Trades | 52 | 64 | 40 | 52 | 64 | 40 |
Avg Bars in Winners | 32 | 41 | 26 | 35 | 42 | 30 |
Avg Bars in Losers | 76 | 81 | 67 | 78 | 85 | 66 |
Bars Traded | 3462 | 2126 | 1336 | 3462 | 2126 | 1336 |
Profit Streak | 76.6631 | 76.6631 | 145.1631 | 76.6631 | 76.6631 | 145.1631 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -707221 | -581117 | -577259 | -353017 | -580427 | 619528 |
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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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