Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1565343.03 | 126331.9767 | -1691675.0068 | 1399467.4318 | -22624374.6034 | 24023842.0352 |
Total P&L (%) | -1565.343 | 126.332 | -1691.675 | 1399.4674 | -22624.3746 | 24023.842 |
Avg Daily Profit (%) | -0.797 | 0.0643 | -0.8613 | 0.138 | 0 | 0.2797 |
Buy And Hold Return (%) | 1184.7951 | 1184.7951 | 1184.7951 | 1184.7951 | 1184.7951 | 1184.7951 |
Max Trade Drawdown | -1909909 | -116432 | -1833991 | -31456875 | -23426529 | -15596415 |
Profit Factor | 0.3026 | 1.5021 | 0.1512 | 1.0231 | 0.213 | 1.7557 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 20 | 21 | 39 | 18 | 21 |
Losing Trades | 27 | 14 | 13 | 29 | 16 | 13 |
Profitability (%) | 60.2941 | 58.8235 | 61.7647 | 57.3529 | 52.9412 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.1993 | 1.0515 | 0.0936 | 0.7608 | 0.1893 | 1.0869 |
Largest Winning Trade | 64488 | 43198 | 64488 | 51131578 | 3771827 | 51131578 |
Largest Losing Trade | -1457302 | -62780 | -1457302 | -13251699 | -9652297 | -13251699 |
Avg Bars in Trades | 83 | 86 | 81 | 83 | 86 | 81 |
Avg Bars in Winners | 46 | 47 | 45 | 50 | 50 | 49 |
Avg Bars in Losers | 141 | 142 | 139 | 128 | 126 | 132 |
Bars Traded | 5697 | 2934 | 2763 | 5697 | 2934 | 2763 |
Profit Streak | 433.4012 | 433.4012 | 559.0679 | 433.4012 | 433.4012 | 559.0679 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691604 | -269788 | -577935 | -425822 | -579828 | 496037 |
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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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