Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1081139.3193 | -70533.1023 | -1010606.2169 | -146656.0595 | 2146617.5102 | -2293273.5698 |
Total P&L (%) | -1081.1393 | -70.5331 | -1010.6062 | -146.6561 | 2146.6175 | -2293.2736 |
Avg Daily Profit (%) | -0.5998 | -0.0391 | -0.5607 | 0 | 0.1728 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1247325 | -201271 | -1073356 | -2338405 | -105581 | -2432604 |
Profit Factor | 0.269 | 0.7724 | 0.1356 | 0.9486 | 12.1829 | 0.1383 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 14 | 17 | 37 | 20 | 17 |
Losing Trades | 37 | 20 | 17 | 31 | 14 | 17 |
Profitability (%) | 45.5882 | 41.1765 | 50 | 54.4118 | 58.8235 | 50 |
Ratio Avg Win / Avg Loss | 0.3211 | 1.1035 | 0.1356 | 0.7948 | 8.528 | 0.1383 |
Largest Winning Trade | 117962 | 117962 | 23907 | 1208779 | 1208779 | 137810 |
Largest Losing Trade | -1018133 | -86415 | -1018133 | -2227076 | -80437 | -2227076 |
Avg Bars in Trades | 46 | 64 | 28 | 46 | 64 | 28 |
Avg Bars in Winners | 19 | 24 | 16 | 60 | 94 | 22 |
Avg Bars in Losers | 69 | 93 | 41 | 29 | 23 | 35 |
Bars Traded | 3173 | 2203 | 970 | 3173 | 2203 | 970 |
Profit Streak | 58.4667 | 58.4667 | 83.4667 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -694874 | -581999 | -579106 | -693705 | 628563 | -580517 |
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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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