Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2230741.1297 | -187881.5672 | -2042859.5626 | -16111.9947 | -6433515.722 | 6417403.7273 |
Total P&L (%) | -2230.7411 | -187.8816 | -2042.8596 | -16.112 | -6433.5157 | 6417.4037 |
Avg Daily Profit (%) | -1.237 | -0.1042 | -1.1328 | -0.0097 | 0 | 0.2319 |
Buy And Hold Return (%) | 155.5791 | 155.5791 | 155.5791 | 155.5791 | 155.5791 | 155.5791 |
Max Trade Drawdown | -2277571 | -282547 | -1203069 | -26469427 | -11820641 | -16624476 |
Profit Factor | 0.1759 | 0.5415 | 0.1107 | 0.9996 | 0.5738 | 1.3037 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 39 | 15 | 24 | 37 | 14 | 23 |
Losing Trades | 35 | 22 | 13 | 37 | 23 | 14 |
Profitability (%) | 52.7027 | 40.5405 | 64.8649 | 50 | 37.8378 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.1579 | 0.7942 | 0.06 | 0.9996 | 0.9426 | 0.7936 |
Largest Winning Trade | 50938 | 50938 | 27738 | 23081286 | 5598520 | 23081286 |
Largest Losing Trade | -1079923 | -53862 | -1079923 | -16187951 | -4630406 | -16187951 |
Avg Bars in Trades | 70 | 80 | 59 | 70 | 80 | 59 |
Avg Bars in Winners | 33 | 42 | 28 | 43 | 54 | 36 |
Avg Bars in Losers | 110 | 106 | 116 | 96 | 96 | 96 |
Bars Traded | 5185 | 2992 | 2193 | 5185 | 2992 | 2193 |
Profit Streak | 46.8449 | 93.8449 | 46.8449 | 46.8449 | 93.8449 | 46.8449 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -648216 | -583492 | -578286 | -648567 | -584543 | 320081 |
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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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