Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1820251.1657 | -68731.8808 | -1751519.2849 | 1153231.7949 | -13111511.5538 | 14264743.3487 |
Total P&L (%) | -1820.2512 | -68.7319 | -1751.5193 | 1153.2318 | -13111.5116 | 14264.7433 |
Avg Daily Profit (%) | -1.0152 | -0.0383 | -0.9769 | 0.1411 | 0 | 0.2774 |
Buy And Hold Return (%) | 351.7795 | 351.7795 | 351.7795 | 351.7795 | 351.7795 | 351.7795 |
Max Trade Drawdown | -1862813 | -181165 | -1311090 | -10051074 | -13227624 | -1842965 |
Profit Factor | 0.1965 | 0.7807 | 0.1027 | 1.0565 | 0.1997 | 4.5413 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 15 | 19 | 34 | 14 | 20 |
Losing Trades | 34 | 19 | 15 | 34 | 20 | 14 |
Profitability (%) | 50 | 44.1176 | 55.8824 | 50 | 41.1765 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.1965 | 0.9889 | 0.0811 | 1.0565 | 0.2853 | 3.1789 |
Largest Winning Trade | 84418 | 84418 | 28189 | 12007908 | 501283 | 12007908 |
Largest Losing Trade | -1311090 | -62375 | -1311090 | -5192916 | -5192916 | -1741583 |
Avg Bars in Trades | 50 | 58 | 41 | 50 | 58 | 41 |
Avg Bars in Winners | 32 | 39 | 26 | 39 | 36 | 40 |
Avg Bars in Losers | 68 | 73 | 61 | 61 | 74 | 43 |
Bars Traded | 3422 | 1995 | 1427 | 3422 | 1995 | 1427 |
Profit Streak | 17.5264 | 0 | 32.5264 | 17.5264 | 0 | 32.5264 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -693710 | -583082 | -579492 | -278416 | -584226 | 641710 |
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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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