Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2111194.3717 | -23498.5285 | -2087695.8431 | 632119.0439 | -20934747.1423 | 21566866.1862 |
Total P&L (%) | -2111.1944 | -23.4985 | -2087.6958 | 632.119 | -20934.7471 | 21566.8662 |
Avg Daily Profit (%) | -1.1783 | -0.0131 | -1.1652 | 0.1112 | 0 | 0.3006 |
Buy And Hold Return (%) | 320.6231 | 320.6231 | 320.6231 | 320.6231 | 320.6231 | 320.6231 |
Max Trade Drawdown | -2164126 | -209961 | -2133062 | -28917430 | -35206263 | -4697242 |
Profit Factor | 0.224 | 0.9417 | 0.0993 | 1.0113 | 0.5524 | 3.4111 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 34 | 13 | 21 | 36 | 15 | 21 |
Losing Trades | 39 | 23 | 16 | 37 | 21 | 16 |
Profitability (%) | 46.5753 | 36.1111 | 56.7568 | 49.3151 | 41.6667 | 56.7568 |
Ratio Avg Win / Avg Loss | 0.2569 | 1.666 | 0.0757 | 1.0394 | 0.7733 | 2.599 |
Largest Winning Trade | 102357 | 102357 | 29962 | 15611688 | 14118203 | 15611688 |
Largest Losing Trade | -1290060 | -70610 | -1290060 | -19875772 | -19875772 | -3803317 |
Avg Bars in Trades | 144 | 165 | 123 | 144 | 165 | 123 |
Avg Bars in Winners | 90 | 91 | 89 | 99 | 89 | 106 |
Avg Bars in Losers | 191 | 208 | 167 | 188 | 220 | 146 |
Bars Traded | 10544 | 5970 | 4574 | 10544 | 5970 | 4574 |
Profit Streak | 24.773 | 34.773 | 24.773 | 24.773 | 34.773 | 24.773 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -657361 | -582411 | -579353 | -334800 | -583028 | 606464 |
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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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