Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1743793.8054 | -57299.6844 | -1686494.121 | 563163.9778 | -6600346.694 | 7163510.6718 |
Total P&L (%) | -1743.7938 | -57.2997 | -1686.4941 | 563.164 | -6600.3467 | 7163.5107 |
Avg Daily Profit (%) | -0.837 | -0.0275 | -0.8095 | 0.0909 | 0 | 0.2059 |
Buy And Hold Return (%) | 577.0245 | 577.0245 | 577.0245 | 577.0245 | 577.0245 | 577.0245 |
Max Trade Drawdown | -1830272 | -139590 | -1762203 | -10406671 | -8612512 | -1901531 |
Profit Factor | 0.2183 | 0.8178 | 0.1199 | 1.0335 | 0.4012 | 2.239 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 40 | 19 | 21 | 38 | 17 | 21 |
Losing Trades | 28 | 15 | 13 | 30 | 17 | 13 |
Profitability (%) | 58.8235 | 55.8824 | 61.7647 | 55.8824 | 50 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.1528 | 0.6456 | 0.0742 | 0.8159 | 0.4012 | 1.3861 |
Largest Winning Trade | 40954 | 40954 | 21443 | 7344748 | 2125168 | 7344748 |
Largest Losing Trade | -1287619 | -54448 | -1287619 | -4084548 | -4084548 | -1132385 |
Avg Bars in Trades | 357 | 388 | 325 | 357 | 388 | 325 |
Avg Bars in Winners | 149 | 159 | 140 | 182 | 182 | 182 |
Avg Bars in Losers | 653 | 679 | 623 | 578 | 595 | 556 |
Bars Traded | 24290 | 13221 | 11069 | 24290 | 13221 | 11069 |
Profit Streak | 84.458 | 84.458 | 287.458 | 84.458 | 84.458 | 287.458 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691679 | -579071 | -577878 | -533645 | -579833 | 508968 |
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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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