Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2797976.3442 | -116633.9411 | -2681342.4031 | 1968062.3387 | -18273206.8591 | 20241269.1977 |
Total P&L (%) | -2797.9763 | -116.6339 | -2681.3424 | 1968.0623 | -18273.2069 | 20241.2692 |
Avg Daily Profit (%) | -1.5508 | -0.0646 | -1.4861 | 0.168 | 0 | 0.295 |
Buy And Hold Return (%) | 233.0615 | 233.0615 | 233.0615 | 233.0615 | 233.0615 | 233.0615 |
Max Trade Drawdown | -2853488 | -133284 | -2773856 | -15743523 | -19481301 | -924893 |
Profit Factor | 0.0887 | 0.5348 | 0.049 | 1.0762 | 0.2308 | 10.807 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 54 | 24 | 30 | 56 | 25 | 31 |
Losing Trades | 15 | 10 | 5 | 13 | 9 | 4 |
Profitability (%) | 78.2609 | 70.5882 | 85.7143 | 81.1594 | 73.5294 | 88.5714 |
Ratio Avg Win / Avg Loss | 0.0246 | 0.2228 | 0.0082 | 0.2498 | 0.0831 | 1.3944 |
Largest Winning Trade | 23231 | 23231 | 14867 | 15809028 | 1266458 | 15809028 |
Largest Losing Trade | -1972415 | -85989 | -1972415 | -14056780 | -14056780 | -924893 |
Avg Bars in Trades | 99 | 135 | 65 | 99 | 135 | 65 |
Avg Bars in Winners | 20 | 29 | 12 | 33 | 34 | 32 |
Avg Bars in Losers | 387 | 390 | 380 | 384 | 414 | 317 |
Bars Traded | 6889 | 4605 | 2284 | 6889 | 4605 | 2284 |
Profit Streak | 85.1226 | 85.1226 | 297.8726 | 85.1226 | 85.1226 | 297.8726 |
Trades During Streak | 5 | 2 | 8 | 5 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -681661 | -577165 | -574889 | -231131 | -576783 | 807598 |
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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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