Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1501870.1476 | -114715.4694 | -1387154.6783 | 12645.9687 | -3299681.0663 | 3312327.035 |
Total P&L (%) | -1501.8701 | -114.7155 | -1387.1547 | 12.646 | -3299.6811 | 3312.327 |
Avg Daily Profit (%) | -0.7984 | -0.061 | -0.7374 | 0.0063 | 0 | 0.1878 |
Buy And Hold Return (%) | 262.1404 | 262.1404 | 262.1404 | 262.1404 | 262.1404 | 262.1404 |
Max Trade Drawdown | -1649700 | -206770 | -1451921 | -4593004 | -4271556 | -2528895 |
Profit Factor | 0.2327 | 0.6444 | 0.1514 | 1.0013 | 0.3719 | 1.7181 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 44 | 18 | 26 | 46 | 19 | 27 |
Losing Trades | 25 | 16 | 9 | 23 | 15 | 8 |
Profitability (%) | 63.7681 | 52.9412 | 74.2857 | 66.6667 | 55.8824 | 77.1429 |
Ratio Avg Win / Avg Loss | 0.1322 | 0.5728 | 0.0524 | 0.5006 | 0.2936 | 0.5091 |
Largest Winning Trade | 26294 | 26294 | 20947 | 5160615 | 775110 | 5160615 |
Largest Losing Trade | -1018610 | -60652 | -1018610 | -2830583 | -2830583 | -2528895 |
Avg Bars in Trades | 316 | 354 | 279 | 316 | 354 | 279 |
Avg Bars in Winners | 141 | 150 | 136 | 188 | 191 | 186 |
Avg Bars in Losers | 623 | 585 | 691 | 572 | 561 | 593 |
Bars Traded | 21828 | 12062 | 9766 | 21828 | 12062 | 9766 |
Profit Streak | 83.4553 | 83.4553 | 125.7887 | 83.4553 | 83.4553 | 125.7887 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -683537 | -579452 | -576288 | -673310 | -579071 | 477802 |
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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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