Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1794438.7058 | -97797.7638 | -1696640.942 | 962086.4387 | -10435554.4149 | 11397640.8537 |
Total P&L (%) | -1794.4387 | -97.7978 | -1696.6409 | 962.0864 | -10435.5544 | 11397.6409 |
Avg Daily Profit (%) | -0.9991 | -0.0545 | -0.9447 | 0.1316 | 0 | 0.2645 |
Buy And Hold Return (%) | 271.6855 | 271.6855 | 271.6855 | 271.6855 | 271.6855 | 271.6855 |
Max Trade Drawdown | -1277209 | -194171 | -1158778 | -9104209 | -10155700 | -2594564 |
Profit Factor | 0.1802 | 0.6466 | 0.1127 | 1.0508 | 0.2114 | 3.0005 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 37 | 15 | 22 | 37 | 14 | 23 |
Losing Trades | 32 | 19 | 13 | 32 | 20 | 12 |
Profitability (%) | 53.6232 | 44.1176 | 62.8571 | 53.6232 | 41.1765 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.1558 | 0.819 | 0.0666 | 0.9088 | 0.3019 | 1.5655 |
Largest Winning Trade | 79116 | 79116 | 35574 | 10854949 | 1017040 | 10854949 |
Largest Losing Trade | -1149075 | -68822 | -1149075 | -4509833 | -4509833 | -2249686 |
Avg Bars in Trades | 49 | 50 | 48 | 49 | 50 | 48 |
Avg Bars in Winners | 25 | 19 | 30 | 31 | 14 | 42 |
Avg Bars in Losers | 77 | 75 | 79 | 70 | 76 | 59 |
Bars Traded | 3422 | 1728 | 1694 | 3422 | 1728 | 1694 |
Profit Streak | 34.3847 | 0 | 35.3847 | 34.3847 | 0 | 35.3847 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -685766 | -583082 | -578578 | -290766 | -584226 | 608053 |
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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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